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RESEARCH PRODUCT

A consistent modification of a test for independence based on the empirical characteristic function

N. G. UshakovA. Kankainen

subject

Statistics and ProbabilityDistribution freeTransformation (function)Characteristic function (probability theory)Applied MathematicsGeneral MathematicsMathematical analysisApplied mathematicsEmpirical characteristic functionIndependence (probability theory)MathematicsTest (assessment)

description

A modification of a test for independence based on the empirical characteristic function is investigated. The initial test is not consistent in the general case. The modification makes the test always consistent and asymptotically distribution free. It is based on a special transformation of the data.

yearjournalcountryeditionlanguage
1998-05-01Journal of Mathematical Sciences
https://doi.org/10.1007/bf02362283