Discussion of: Brownian distance covariance

Annals of Applied Statistics

Volumn 3, Issue 4, 2009, Pages 1295-1298

  Rémillard, Bruno ^a  

^a HEC MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84870360198     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/09-AOAS312F     Document Type: Article

References (7)

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3. Genest, C., Ghoudi, K. and Rémillard, B. (2007). Rank-based extensions of the Brock Dechert Scheinkman test for serial dependence. J. Amer. Statist. Assoc. 102 1363-1376.
4. Genest, C., Quessy, J.-F. and Rémillard, B. (2007). Asymptotic local efficiency of Cramér-von Mises tests for multivariate independence. Ann. Statist.35 166-191.
5. Genest, C. and Rémillard, B. (2004). Tests of independence or randomness based on the empirical copula process. Test 13 335-370.
6. Ghoudi, K., Kulperger, R. J. and Rémillard, B. (2001). A nonparametric test of serial independence for time series and residuals. J. Multivariate Anal. 79191-218.
7. Székely, G. J., Rizzo, M. L. and Bakirov, N. K. (2007). Measuring and testing dependence by correlation of distances. Ann. Statist. 35 2769-2794.