Asymptotic normality of nonparametric tests for independence
From MaRDI portal
Publication:1216134
DOI10.1214/aos/1176342812zbMath0303.62040OpenAlexW2588858527MaRDI QIDQ1216134
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342812
Related Items (23)
Parametric copula adjusted for non- and semiparametric regression ⋮ Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions ⋮ On the asymptotic normality of rank tests for independence ⋮ Asymptotic Properties of Generalized Multivariate Rank Statistics ⋮ Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions ⋮ The asymptotic efficacies and relative efficiencies of various linear rank tests for independence ⋮ Rank correlation under categorical confounding ⋮ Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ The Copula Information Criteria ⋮ Weak convergence of empirical copula processes ⋮ Estimation and inference for dependence in multivariate data ⋮ Nonparametric measures of dependence for biometric data studies ⋮ A New Test Procedure of Independence in Copula Models via χ2-Divergence ⋮ Linear bank statistics with estimated scores for testing independence ⋮ Goodness-of-fit test for specification of semiparametric copula dependence models ⋮ Strong uniform convergence of density estimators on spheres ⋮ Estimation and tests of independence in copula models via divergences ⋮ Goodness-of-fit tests for the family of multivariate chi-square copulas ⋮ Conditional independence testing via weighted partial copulas ⋮ New estimates and tests of independence in some copula models
This page was built for publication: Asymptotic normality of nonparametric tests for independence