A nonparametric distribution-free test of independence among continuous random vectors based on \texorpdfstring{$L_1$}{}-norm

Nour-Eddine Berrahou, Salim Bouzebda, Lahcen Douge

We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density func…