Beran, R.; Bilodeau, M.; Lafaye de Micheaux, P. - In: Journal of Multivariate Analysis 98 (2007) 9, pp. 1805-1824
A nonparametric test of the mutual independence between many numerical random vectors is proposed. This test is based on a characterization of mutual independence defined from probabilities of half-spaces in a combinatorial formula of Möbius. As such, it is a natural generalization of tests of...