An extremal problem with applications to the problem of testing multivariate independence

DOI10.1080/10485252.2011.603831zbMath1241.62068arXiv1012.0837OpenAlexW2150056867MaRDI QIDQ2892913

Natalia Stepanova, Alexander I. Nazarov

Publication date: 25 June 2012

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

Full work available at URL: https://arxiv.org/abs/1012.0837

zbMATH Keywords

boundary-value problemGreen functionlocal asymptotic optimalityasymptotic efficiency of test statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) PDEs in connection with statistics (35Q62)

Related Items (1)

Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
• Multivariate extensions of Spearman's rho and related statistics
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
• An asymptotic decomposition for multivariate distribution-free tests of independence
• On the multivariate two-sample problem using strong approximations of the EDF
• Asymptotic Statistics
• Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
• Bivariate copulas with cubic sections
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

This page was built for publication: An extremal problem with applications to the problem of testing multivariate independence