Add to ORKGA method is given for testing the independence of variates in an infinitely divisible random vector and for testing the independence of several subsets of the variates. Applications to stochastic processes are indicated.Multivariate infinite divisibility statistical independence stochastic processes
A simple statistic is proposed for testing the independence of two subvectors of a random vector hav...
A simple statistic is proposed for testing the independence of two subvectors of a random vector hav...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
AbstractA method is given for testing the independence of variates in an infinitely divisible random...
AbstractA new nonparametric approach to the problem of testing the joint independence of two or more...
AbstractA nonparametric test of the mutual independence between many numerical random vectors is pro...
International audienceA nonparametric test of the mutual independence between many numerical random ...
The problem of testing mutual independence of p random vectors in a general setting where the dimens...
AbstractSimple conditions are given which characterize the generating function of a nonnegative mult...
Paper is devoted to investigating classical normalized empirical process of independence. Processes ...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...
Simple conditions are given which characterize the generating function of a nonnegative multivariate...
Title: Tests of independence for multivariate data Author: Bc. Michal Kudlík Department: Department ...
The new technique of testing of hypothesis of random variables independence is offered. Its basis is...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
A simple statistic is proposed for testing the independence of two subvectors of a random vector hav...
A simple statistic is proposed for testing the independence of two subvectors of a random vector hav...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
AbstractA method is given for testing the independence of variates in an infinitely divisible random...
AbstractA new nonparametric approach to the problem of testing the joint independence of two or more...
AbstractA nonparametric test of the mutual independence between many numerical random vectors is pro...
International audienceA nonparametric test of the mutual independence between many numerical random ...
The problem of testing mutual independence of p random vectors in a general setting where the dimens...
AbstractSimple conditions are given which characterize the generating function of a nonnegative mult...
Paper is devoted to investigating classical normalized empirical process of independence. Processes ...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...
Simple conditions are given which characterize the generating function of a nonnegative multivariate...
Title: Tests of independence for multivariate data Author: Bc. Michal Kudlík Department: Department ...
The new technique of testing of hypothesis of random variables independence is offered. Its basis is...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
A simple statistic is proposed for testing the independence of two subvectors of a random vector hav...
A simple statistic is proposed for testing the independence of two subvectors of a random vector hav...
A common stochastic restriction in econometric models separable in the latent variables is the assum...