Tests of independence and randomness for arbitrary data using copula-based covariances

DOI10.1016/j.jmva.2023.105273arXiv2301.13259OpenAlexW4388968862MaRDI QIDQ6200949

Bruno Rémillard, Bouchra R. Nasri

Publication date: 25 March 2024

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

Full work available at URL: https://arxiv.org/abs/2301.13259

zbMATH Keywords

independencerandomnessSpearman's rhomultilinear copulaSavages's coefficientVan der Waerden's coefficient

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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