Testing for independence by the empirical characteristic function

Tests of total independence of d (>=2) random variables are proposed using the empirical characteristic function. The approach is parallel to that of Hoeffding, Blum, Kiefer, and Rosenblatt.

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Year of publication:	1985
Authors:	Csörgo, Sándor
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 16.1985, 3, p. 290-299
Publisher:	Elsevier
Keywords:	independence empirical characteristic function weak convergence maximum variance nonparametric test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221299