Independence tests for continuous random variables based on the longest increasing subsequence

DOI10.1016/j.jmva.2014.02.010zbMath1360.62215OpenAlexW2060538576WikidataQ101496316 ScholiaQ101496316MaRDI QIDQ2443261

V. A. González-López, Jesús E. García

Publication date: 7 April 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.02.010

zbMATH Keywords

copulatest for independencelongest increasing subsequence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (2)

General tests of conditional independence based on empirical processes indexed by functions ⋮ General tests of independence based on empirical processes indexed by functions

Cites Work

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• Detecting Novel Associations in Large Data Sets
• A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
• Transversal fluctuations for increasing subsequences on the plane
• Hammersley's interacting particle process and longest increasing subsequences
• Tests of independence and randomness based on the empirical copula process
• Longest Increasing and Decreasing Subsequences
• Fast algorithms for genegrating integer partitions
• On the distribution of the length of the longest increasing subsequence of random permutations
• The Hook Graphs of the Symmetric Group

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