Asymptotic local efficiency of Cramér--von Mises tests for multivariate independence

Christian Genest, Jean-François Quessy, Bruno Rémillard

Deheuvels [J. Multivariate Anal. 11 (1981) 102--113] and Genest and Rémillard [Test 13 (2004) 335--369] have shown that powerful rank tests of multivariate independence can be base…