New two-sample tests based on the integrated empirical copula processes

DOI10.1080/02331888.2010.512976zbMath1241.62098OpenAlexW2132765669MaRDI QIDQ2892903

Nour-Eddin El Faouzi, Salim Bouzebda

Publication date: 25 June 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.512976

zbMATH Keywords

two-sample problemstrong approximationscopula Brownian bridges

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (9)

Local efficiency of integrated goodness-of-fit tests under skew alternatives ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ \(K\)-sample problem using strong approximations of empirical copula processes ⋮ Some new multivariate tests of independence ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests

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