A consistent modification of a test for independence based on the empirical characteristic function

Journal of Mathematical Sciences

Volumn 89, Issue 5, 1998, Pages 1486-1494

  Kankainen, A ^a,b   Ushakov, N G ^a,c  

^a University of Jyväskylä ^*

^b UNIVERSITY OF JYVÄSKYLÄ   (Finland)

^c INSTITUTE OF MICROELECTRONICS TECHNOLOGY AND HIGH PURITY MATERIALS   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 54649084158     PISSN: 10723374     EISSN: 15738795     Source Type: Journal    
DOI: 10.1007/BF02362283     Document Type: Article

References (9)

1. J. R. Blum, J. Kiefer, and M. Rosenblatt, "Distribution free tests of independence based on the sample distribution function," Ann. Math. Statist., 32, 485-498 (1961).
2. S. Csörgo, "Limit behavior of the empirical characteristic function," Ann. Probab., 9, No. 1, 130-144 (1981).
3. S. Csörgo, "Multivariate empirical characteristic functions," Z. Wahrscheinlichkeitstheorie verw. Gebiete., 55, 203-229 (1981).
4. S. Csörgo, "Testing for independence by the empirical characteristic function," J. Multivariate Anal., 16, 290-299 (1985).
5. R. Cuppens, Decomposition of Multivariate Characteristic Functions, Academic Press, New York (1975).
6. D. Dugué, "Sur des tests d'independance 'independants de la loi'," C. R. Acad. Sci. Paris Serie A, 281, 1103-1104 (1975).
7. A. Feuerverger, "A consistent test for bivariate dependence," Int. Statist. Rev., 61, 419-433 (1993).
8. W. Hoeffding, "A nonparametric test for independence," Ann. Math. Statist., 19, 546-557 (1948).
9. A. Kankainen, Consistent Testing of Total Independence Based on the Empirical Characteristic Function, Ph.D. Thesis, Jyväskylä Univ. Press, Jyväskylä (1995).