Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models
Travail de recherche/Working paper
| Titre: |
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| Auteur: | Hallin, Marc; Meintanis, Simos; Nordhausen, Klaus |
| Statut de publication: | Publié, 2024-02 |
| series: | ECARES Working Papers, 2024-04 |
| Sujet CREF: | Statistique mathématique |
| Volumes/pages: | 56 p. |
| Mots-clés: | Characteristic function; total independence; independent component model; rank test |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/368952 |




