A multivariate empirical characteristic function test of independence with normal marginals - Bilodeau, M.; Lafaye de Micheaux, P. (Journal of multivariate analysis, 2005)
Keywords: Characteristic function; Characteristic function Independence Multivariate analysis Serial independence Stochastic processes; Convergence; Distribution theory; Exact sciences and technology; Hypothesis testing; Independence; Inference from stochastic processes; time series analysis; Limit theorems; Mathematics; Multivariate analysis; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Serial independence; Statistics; Stochastic processes; Studies; 62H15; Characteristic function; 62M99; Serial independence; Stochastic processes; 62E20; Independence; Multivariate analysis; 60F05; Empirical process; Gaussian distribution; Eigenvalue; Stochastic process; Von Mises statistic; Marginal distribution; Distribution function; Random effect; 60F05 Characteristic function; Test statistic; 1991 subject classification: 62H15: 62M99; Empirical distribution function; Cornish Fisher expansion; Cramer von Mises test; Weak convergence; Statistical method; N variable function; Independence test; Parametric test