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Journal of Mathematical Sciences

, Volume 89, Issue 5, pp 1486–1494 | Cite as

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

  • A. Kankainen
  • N. G. Ushakov
Article

Abstract

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.

Keywords

Characteristic Function Initial Test Special Transformation Consistent Modification Empirical Characteristic Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • A. Kankainen
    • 1
  • N. G. Ushakov
    • 2
  1. 1.University of JyväskyläJyväskyläFinland
  2. 2.Institute of Microelectronics TechnologyRussian Academy of SciencesChernogolovkaRussia

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