Some new multivariate tests of independence

DOI10.3103/S1066530711030021zbMath1398.62108OpenAlexW2041240704MaRDI QIDQ647754

Salim Bouzebda

Publication date: 24 November 2011

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530711030021

zbMATH Keywords

dependence functionGaussian processesstrong approximationtests of independenceempirical copula processesweighted empirical copula process

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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