A functionally independent heuristic test of independence is developed, explored and validated.
Initially, a parametric method is described, before superior non-parametric methods that
account for variations in skewness, kurtosis and sample size are obtained. This evolves into
a multivariate procedure, which enables thte importance of input variables to be established.
Bracewell, P. (2003), A versatile heuristic test for independence, Research Letters in the Information and Mathematical Sciences, 4, 1-18