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This paper proposes several novel classes of independence tests specially designed for count data. The tests are based on the difference between joint and marginal probability generating functions and can be applied to count data of any arbitrary fixed dimension. The limiting properties of the test statistics are explored. The competitiveness of the novel proposal is demonstrated through an extensive empirical study, while the application is illustrated with a few real-data examples.
Jelić et al. (Tue,) studied this question.
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