Testing independence of variates in an infinitely divisible random vector

Stanley L. Sclove

Journal of Multivariate Analysis, 1978, vol. 8, issue 3, 479-485

Abstract: A method is given for testing the independence of variates in an infinitely divisible random vector and for testing the independence of several subsets of the variates. Applications to stochastic processes are indicated.

Keywords: Multivariate; infinite; divisibility; statistical; independence; stochastic; processes (search for similar items in EconPapers)
Date: 1978
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(78)90068-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:8:y:1978:i:3:p:479-485

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().