A note on testing independence by a copula-based order selection approach

DOI10.1007/S11749-012-0294-2zbMath1259.62032OpenAlexW2047427059MaRDI QIDQ1945057

Sebastian Kiwitt, Natalie Neumeyer

Publication date: 2 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-012-0294-2

zbMATH Keywords

marginal distributionstest for independenceorder-selection testcopula estimationnull-effect hypothesisorthogonal series estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Validation of association ⋮ Estimating the conditional single-index error distribution with a partial linear mean regression

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