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Testing for independence by the empirical characteristic function |
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| Authors: | Sándor Csörgő |
| Affiliation: | Bolyai Institute, Szeged University, Szeged, Hungary |
| Abstract: | 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. |
| Keywords: | independence empirical characteristic function weak convergence maximum variance nonparametric test |
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