A test for the independence of two Gaussian processes

DOI10.1016/0047-259X(84)90028-9zbMath0555.62070MaRDI QIDQ760741

Christopher S. Withers

Publication date: 1984

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

zbMATH Keywords

likelihood ratio testunbiased estimatecanonical correlationstesting independencezero mean bivariate Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Exact distribution theory in statistics (62E15) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

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• Accurate confidence intervals for distributions with one parameter
• Fredholm theory for arbitrary measure spaces
• Linear Statistical Inference and its Applications

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