Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10481349 | Physica A: Statistical Mechanics and its Applications | 2012 | 8 Pages |
Abstract
⺠We devise a new statistical test to assess bivariate independence. ⺠We derive the theoretical characteristic function of the test statistic. ⺠Our test is consistent in the presence of a nonlinear dependence structure.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Raul Matsushita, Annibal Figueiredo, Sergio Da Silva,