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Parametric and nonparametric test for multivariate independence in IC models

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  • Hannu Oja
  • Davy Paindaveine
  • Sara Taskinen

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File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/57554/1/RePEc_eca_wpaper_2009_018.pdf
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Bibliographic Info

Paper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number 2009_018.

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Date of creation: 2009
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Publication status: Published by: ECARES
Handle: RePEc:eca:wpaper:2009_018

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  1. Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu, 2003. "Sign test of independence between two random vectors," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 9-21, March.
  2. Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy, 2009. "Signed-rank tests for location in the symmetric independent component model," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 821-834, May.
  3. Marc Hallin, 1994. "On the Pitman nonadmissibility of correlogram-based time series methods," ULB Institutional Repository 2013/2049, ULB -- Universite Libre de Bruxelles.
  4. Marc Hallin & Olivier Tribel, 2000. "The efficiency of some nonparametric competitors to correlogram-based methods," ULB Institutional Repository 2013/2159, ULB -- Universite Libre de Bruxelles.
  5. Möttönen, J. & Hüsler, J. & Oja, H., 2003. "Multivariate nonparametric tests in a randomized complete block design," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 106-129, April.
  6. 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.
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