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Multivariate Nonparametric Tests of Independence

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  • Taskinen, Sara
  • Oja, Hannu
  • Randles, Ronald H.

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  • Taskinen, Sara & Oja, Hannu & Randles, Ronald H., 2005. "Multivariate Nonparametric Tests of Independence," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 916-925, September.
    • Handle: RePEc:bes:jnlasa:v:100:y:2005:p:916-925
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    Cited by:

    1. Yongshuai Chen & Wenwen Guo & Hengjian Cui, 2024. "On the test of covariance between two high-dimensional random vectors," Statistical Papers, Springer, vol. 65(5), pages 2687-2717, July.
    2. Davy Paindaveine & Julien Remy & Thomas Verdebout, 2019. "Sign Tests for Weak Principal Directions," Working Papers ECARES 2019-01, ULB -- Universite Libre de Bruxelles.
    3. Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
    4. Roy, Angshuman & Ghosh, Anil K., 2020. "Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors," Statistics & Probability Letters, Elsevier, vol. 164(C).
    5. Hannu Oja & Davy Paindaveine & Sara Taskinen, 2009. "Parametric and nonparametric test for multivariate independence in IC models," Working Papers ECARES 2009_018, ULB -- Universite Libre de Bruxelles.
    6. Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han, 2021. "Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence," Working Papers ECARES 2021-27, ULB -- Universite Libre de Bruxelles.
    7. Jean-François Quessy, 2009. "Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman’s rho," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(3), pages 315-338, November.
    8. Helmut Herwartz & Simone Maxand, 2020. "Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India," Statistical Papers, Springer, vol. 61(5), pages 2175-2201, October.
    9. Bernard, Gaspard & Verdebout, Thomas, 2024. "On some multivariate sign tests for scatter matrix eigenvalues," Econometrics and Statistics, Elsevier, vol. 29(C), pages 252-260.
    10. Feng, Long & Zhang, Xiaoxu & Liu, Binghui, 2020. "Multivariate tests of independence and their application in correlation analysis between financial markets," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    11. Kojadinovic, Ivan & Holmes, Mark, 2009. "Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1137-1154, July.
    12. Hongjian Shi & Mathias Drton & Marc Hallin & Fang Han, 2023. "Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics," Working Papers ECARES 2023-03, ULB -- Universite Libre de Bruxelles.
    13. Hongjian Shi & Marc Hallin & Mathias Drton & Fang Han, 2020. "Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs," Working Papers ECARES 2020-23, ULB -- Universite Libre de Bruxelles.
    14. Rainer Dyckerhoff & Christophe Ley & Davy Paindaveine, 2014. "Depth-Based Runs Tests for bivariate Central Symmetry," Working Papers ECARES ECARES 2014-03, ULB -- Universite Libre de Bruxelles.
    15. Van Bever, Germain, 2016. "Simplicial bivariate tests for randomness," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 20-25.
    16. Zhang, Wei & Gao, Wei & Ng, Hon Keung Tony, 2023. "Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    17. Angshuman Roy & Anil K. Ghosh & Alok Goswami & C. A. Murthy, 2022. "Some New Copula Based Distribution-free Tests of Independence among Several Random Variables," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 556-596, August.
    18. Dehghan, Sakineh & Faridrohani, Mohammad Reza, 2024. "A data depth based nonparametric test of independence between two random vectors," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
    19. Friedrich Schmid & Rafael Schmidt, 2007. "Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(3), pages 323-354, November.

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