Consider a sample from a multiple time series that is stationary and Gaussian. A test is presented for independence among the multivariate observations that comprise this sample. The test is a ...

Lecture Notes-Monograph Series, Vol. 42, Mathematical Statistics and Applications: Festschrift for Constance van Eeden (2003), pp. 397-416 (20 pages) Most of the recent results on tests for ...

The CORR procedure in base SAS software provides several nonparametric measures of association and associated tests. It computes Spearman's rank-order correlation, Kendall's tau-b, and Hoeffding's ...