By Harald Bergström (auth.), Daniel Dugué, Eugene Lukacs, Vijay K. Rohatgi (eds.)

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**Extra resources for Analytical Methods in Probability Theory: Proceedings of the Conference Held at Oberwolfach, Germany, June 9–14, 1980**

**Example text**

M a t h . , 2 0 , (1969),187-209 [11] Shimizu, R. On a lack of m e m o r y p r o p e r t y of the e x p o n e n t i a l distribution, Annals of Inst. ,31(1979),309-313. E. 1. SUMMARY . ,Xn(P)) , n = 1,2,... d, sequence law of Xn, that is, to test hypothesis nuous non decreasing transforms tests of independence, A fundamental of the coordinates. invariant under conti- and basic results in §l. statistic which has proved itself to the information contained in a sample on its structure. We assume afterwords that the hypothesis of independence results about the weak functional dependence is true, and state in convergence of the normalized function toward a limiting Gaussian process.

Press. , Springer Verlag lecture notes. [ 5] 1981, A Kolmogorov-Smirnov test for independence, accepted for publication in Revue Roum. Math. Pures Appl. [ 6] 1981, Some applications of the dependence tistical inference, Coll. Math. , North Holland. [ 7] 1981, An asymptotic decomposition independence, Accepted for publication for multivariate tests of in the Journal of Multivariate Analysis. , 1977, The analysis of contingency tables, Chapman & Hall. , 1951, Sur les tableaux de correlation dont les marges sont donn~es, Ann.

1977, The analysis of contingency tables, Chapman & Hall. , 1951, Sur les tableaux de correlation dont les marges sont donn~es, Ann. Univ. , Ser. A, p. 53-77. , theory of extreme order statistics, Wiley. 1971, Nonparametric methods in multivariate analysis, Wiley. , 1976, Asymptotic distributions tics, Ann. Statist. 4, p. 9]2-923. , 1973, Random variables, joint distribution functions and copulas, Kybernetika 9. , 1959, Bivariate extreme statistics, Ann. Inst. Stat. , 11, p. 199-210. , Reidel.