We investigate several distribution-free dependence detection procedures, all based on a shuffling of the trials, from a statistical point of view. The mathematical justification of such procedures lies in the bootstrap principle and its approximation properties. In particular, we show that such a shuffling has mainly to be done on centered quantities-that is, quantities with zero mean under independence-to construct correct p-values, meaning that the corresponding tests control their false positive (FP) rate. Thanks to this study, we introduce a method, named permutation UE, which consists of a multiple testing procedure based on permutation of experimental trials and delayed coincidence count. Each involved single test of this procedure achieves the prescribed level, so that the corresponding multiple testing procedure controls the false discovery rate (FDR), and this with as few assumptions as possible on the underneath distribution, except independence and identical distribution across trials. The mathematical meaning of this assumption is discussed, and it is in particular argued that it does not mean what is commonly referred in neuroscience to as cross-trials stationarity. Some simulations show, moreover, that permutation UE outperforms the trial-shuffling of Pipa and Grün ( 2003 ) and the MTGAUE method of Tuleau-Malot et al. ( 2014 ) in terms of single levels and FDR, for a comparable amount of false negatives. Application to real data is also provided.