Testing for independence by the empirical characteristic function

Journal of Multivariate Analysis

Volumn 16, Issue 3, 1985, Pages 290-299

  Csörgo, Sándor ^a  

^a UNIVERSITY OF SZEGED   (Hungary)

Author keywords

empirical characteristic function; independence; maximum variance; nonparametric test; weak convergence

Indexed keywords

EID: 0042452423     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/0047-259X(85)90022-3     Document Type: Article

References (16)

1. Distribution free tests of independence based on the sample distribution function
2. On the limiting distribution of and critical values for the Hoeffding-Blum-Kiefer-Rosenblatt independence criterion
3. Strong approximations of the Hoeffding Blum Kiefer Rosenblatt multivariate empirical process
4. Multivariate empirical characteristic functions
5. The theory of functional least squares
6. Estimable versions of Griffiths' measure of association
7. An asymptotic decomposition for multivariate distribution-free tests of independence
8. A test of independence for bivariate symmetric stable distributions
9. Cramér-von Mises tests for independence
10. A nonparametric test for independence
11. A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
12. A goodness-of-fit test based on the empirical characteristic function when parameters must be estimated
13. A quadratic measure of deviation of two-dimensional density estimates and a test of independence
14. Limit theorems for stochastic processes