General tests of independence based on empirical processes indexed by functions

Q Mathematics

Statistical Methodology Pub Date : 2014-11-01 DOI:10.1016/j.stamet.2014.03.001

Salim Bouzebda

引用次数: 9

Abstract

The present paper is mainly concerned with the statistical tests of the independence problem between random vectors. We develop an approach based on general empirical processes indexed by a particular class of functions. We prove two abstract approximation theorems that include some existing results as particular cases. Finally, we characterize the limiting behavior of the Möbius transformation of empirical processes indexed by functions under contiguous sequences of alternatives.

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基于函数索引的经验过程的一般独立性检验

本文主要研究随机向量间独立性问题的统计检验。我们开发了一种基于一般经验过程的方法，该过程由一类特定的函数索引。我们证明了两个抽象的近似定理，它们包含了一些已有的结果作为特例。最后，我们刻画了由函数索引的经验过程在相邻备选序列下Möbius变换的极限行为。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

发文量

期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.