Asymptotic independence of correlation coefficients with application to testing hypothesis of independence

DOI10.1214/11-EJS610zbMath1274.62401OpenAlexW2071644575MaRDI QIDQ1952189

Xiwen Ma, Yongcheng Qi, Zhengjun Zhang

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1305034906

zbMATH Keywords

order statisticsconditional expectationdependence measuresdistribution free test\(\chi^2\) testsFisher's \(Z\)-transformation testsgamma testsrank-preserving scale regeneration

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Related Items (6)

On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures ⋮ Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” ⋮ Tail dependence measure for examining financial extreme co-movements ⋮ Max-linear regression models with regularization ⋮ Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond ⋮ Multivariate extreme value theory -- a tutorial

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Efficiency of test for independence after Box--Cox transformation
• On approximating max-stable processes and constructing extremal copula functions
• Asymptotically (in)dependent multivariate maxima of moving maxima process
• Point processes and multivariate extreme values
• Testing for independence in a two-way table: New interpretations of the chi-square statistic
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Quotient correlation: a sample based alternative to Pearson's correlation
• On asymptotic independence of order statistics
• Testing for independence between two covariance stationary time series
• Testing the Independence Assumption in Linear Models
• The behavior of multivariate maxima of moving maxima processes
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A NEW MEASURE OF RANK CORRELATION
• A Non-Parametric Test of Independence

This page was built for publication: Asymptotic independence of correlation coefficients with application to testing hypothesis of independence