Matsushita, Raul; Figueiredo, Annibal; Da Silva, Sergio - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 20, pp. 4891-4898
We devise a new asymptotic statistical test to assess independence in bivariate continuous distributions. Our approach is based on the Cramér–von Mises test, in which the empirical process is viewed as the Kullback–Leibler divergence, that is, as the distance between the data under the...