A multivariate version of Hoeffding's Phi-Square

Journal of Multivariate Analysis

Volumn 101, Issue 10, 2010, Pages 2571-2586

  Gaißer, Sandra ^a   Ruppert, Martin ^a   Schmid, Friedrich ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Copula; Empirical copula process; Multivariate measure of association; Nonparametric bootstrap; Nonparametric estimation; Strong mixing; Weak convergence

Indexed keywords

EID: 77956785990     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.07.006     Document Type: Article

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