General tests of independence based on empirical processes indexed by functions

DOI10.1016/j.stamet.2014.03.001zbMath1486.62127OpenAlexW2073820057MaRDI QIDQ1731227

Salim Bouzebda

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2014.03.001

zbMATH Keywords

exchangeabilityempirical processCramér-von Mises statisticcontiguous alternativesGaussian approximationtests of independencemultivariate empirical copula processeshalf-spacesMöbius decomposition

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

Related Items (3)

The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Some applications of the strong approximation of the integrated empirical copula processes

Uses Software

• TwoCop
• IndependenceTests

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• On general bootstrap of empirical estimator of a semi-Markov kernel with applications
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Bootstrap consistency for general semiparametric \(M\)-estimation
• New Donsker classes
• General bootstrap for dual \(\phi\)-divergence estimates
• On the Hoeffding's combinatorial central limit theorem
• An introduction to copulas.
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
• Consistency of some tests for multivariate normality
• Bootstrapping general empirical measures
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Testing for equality between two copulas
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Testing for independence by the empirical characteristic function
• Some asymptotic theory for the bootstrap
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Approximations to permutation and exchangeable processes
• A rank statistics approach to the consistency of a general bootstrap
• A consistent modification of a test for independence based on the empirical characteristic function
• Exchangeably weighted bootstraps of the general empirical process
• A Bayesian method for weighted sampling
• Ecole d'ete de probabilites de Saint-Flour III - 1973. Edite par A. Badrikian et P.-L. Hennequin
• How do bootstrap and permutation tests work?
• Weak convergence and empirical processes. With applications to statistics
• On the strong approximation of bootstrapped empirical copula processes with applications
• Tests of independence and randomness based on the empirical copula process
• Independence tests for continuous random variables based on the longest increasing subsequence
• Limit theorems for permutations of empirical processes with applications to change point analysis
• Introduction to empirical processes and semiparametric inference
• Nonparametric tests of independence between random vectors
• A multivariate nonparametric test of independence
• A multivariate empirical characteristic function test of independence with normal marginals
• Strong approximation of empirical copula processes by Gaussian processes
• Consistency of the Subsample Bootstrap empirical process
• Longest Increasing and Decreasing Subsequences
• Multivariate empirical characteristic functions
• On the distribution of the length of the longest increasing subsequence of random permutations
• Weighted Approximations to Continuous Time Martingales with Applications
• Empirical processes indexed by estimated functions
• Algorithmic Learning Theory
• Weighted Multivariate Tests of Independence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• [https://portal.mardi4nfdi.de/wiki/Publication:5731810 On the foundations of combinatorial theory I. Theory of M�bius Functions]
• Some Theorems on Distribution Functions
• A Class of Statistics with Asymptotically Normal Distribution
• Convergence of stochastic processes
• A nonparametric test of serial independence for time series and residuals
• The impact of the bootstrap on statistical algorithms and theory

This page was built for publication: General tests of independence based on empirical processes indexed by functions