Testing independence of random vectors by inverse regressions

@inproceedings{JIOFACK2011TestingIO,
  title={Testing independence of random vectors by inverse regressions},
  author={Jean G{\'e}rard AGHOUKENG JIOFACK},
  year={2011}
}
  • Jean Gérard AGHOUKENG JIOFACK
  • Published 2011
We propose a new test of independence of random vectors. We first show that the null hypothesis implies the nullity of the trace of an operator involving inverse regressions covariance operators. Then, using an approach based on slicing, we define a test statistic for which an asymptotic distribution under null hypothesis is derived. Simulations that permit… CONTINUE READING