Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

Journal of Multivariate Analysis

Volumn 100, Issue 6, 2009, Pages 1137-1154

  Kojadinovic, Ivan ^a   Holmes, Mark ^a  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

Author keywords

62G10; 62G20; 62H15; Bootstrap; Cram r von Mises statistic; Empirical process; M bius decomposition; Permutation

Indexed keywords

EID: 62449176907     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.10.013     Document Type: Article

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