| Issue |
4open
Volume 6, 2023
Statistical Inference in Markov Processes and Copula Models
|
|
|---|---|---|
| Article Number | 4 | |
| Number of page(s) | 7 | |
| Section | Mathematics - Applied Mathematics | |
| DOI | https://doi.org/10.1051/fopen/2023003 | |
| Published online | 11 May 2023 | |
- Hoeffding W (1948), A non-parametric test of independence. Ann Math Statist 19, 4, 546–557. http://dml.mathdoc.fr/item/1177730150. [CrossRef] [Google Scholar]
- Genest C, Rémillard B (2004), Test of independence and randomness based on the empirical copula process. Test 13, 335–369. https://doi.org/10.1007/BF02595777. [CrossRef] [Google Scholar]
- García JE, González-López VA (2020), Random permutations, non-decreasing subsequences and statistical independence. Symmetry 12, 9, 1415. https://doi.org/10.3390/sym12091415. [CrossRef] [Google Scholar]
- García JE, González-López VA (2014), Independence tests for continuous random variables based on the longest increasing subsequence. J Multivar Anal 127, 126–146. https://doi.org/10.1016/j.jmva.2014.02.010. [CrossRef] [Google Scholar]
- Schensted C (1961), Longest increasing and decreasing sub-sequeces. Can J Math 13, 179–191. https://doi.org/10.4153/CJM-1961-015-3. [CrossRef] [Google Scholar]
- Romik D (2015), The surprising mathematics of longest increasing subsequences, Cambridge University Press, New York. https://doi.org/10.1017/CBO9781139872003. [CrossRef] [Google Scholar]