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Non-parametric weighted tests for independence based on empirical copula process - MaRDI portal

Non-parametric weighted tests for independence based on empirical copula process (Q5222316)

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scientific article; zbMATH DE number 7184597
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English
Non-parametric weighted tests for independence based on empirical copula process
scientific article; zbMATH DE number 7184597

    Statements

    title
    Non-parametric weighted tests for independence based on empirical copula process (English)
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    author
    Ivan Medovikov
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    publication date
    1 April 2020
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    zbMATH Keywords
    independence tests
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    non-parametric methods
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    empirical copula process
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    weighted Cramér-von Mises statistics
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    Monte-Carlo
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    power study
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    cites work
    Q3281461
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    Q4185658
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    Q3903872
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    Q3855979
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    Q5262081
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    Q3233552
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    Q5778074
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62H15
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    62H10
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    62G09
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    65C05
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    zbMATH DE Number
    7184597
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    OpenAlex ID
    W2061213834
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