Multivariate mutual independence test

Hi everyone,

I have a series of observations {Xi,Yi,Zi} for random variable X, Y and Z, who actual distribution is unknown. Now I want to test if X, Y and Z are mutual independent based on these observations, can anyone help me? What about more than 3 variables?

Some pairwise independence tests like this one http://www.gatsby.ucl.ac.uk/~gretton/indepTestFiles/indep.htm are available, but I haven't found such tests for multivariate mutual independence yet?

BTW, all random variables are continuous, so chi-square independence test may not, at least directly, work.

Thanks in advance.

p.s. I posted this in the newsgroup as well. I'm not sure if it is allowed to cross-post. If not, please discard this post.