Affine-invariant rank tests for multivariate independence in independent component models

DOI10.1214/16-EJS1174zbMath1346.62095OpenAlexW2512498540WikidataQ109746491 ScholiaQ109746491MaRDI QIDQ309594

Sara Taskinen, Hannu Oja, Davy Paindaveine

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1473187647

zbMATH Keywords

rank testsdistribution-free testsindependent component modelssingular information matricestests for multivariate independenceuniform local asymptotic normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

Related Items

Characteristics of multivariate distributions and the invariant coordinate system, Signed-rank tests for location in the symmetric independent component model, On universally consistent and fully distribution-free rank tests of vector independence

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