Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Data-Driven Rank Tests for Independence - MaRDI portal

Data-Driven Rank Tests for Independence

From MaRDI portal
Publication:4541216

DOI10.2307/2669703zbMath1072.62574OpenAlexW3106947320MaRDI QIDQ4541216

Teresa Ledwina, Wilbert C. M. Kallenberg

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669703




Related Items

A Nonparametric Test for Independence Based on Sample Space PartitionsDistribution-free specification tests of conditional modelsConstructing copula functions with weighted geometric meansTesting for Positive Quadrant DependenceTests of independence and randomness based on the empirical copula processThe asymptotic efficacies and relative efficiencies of various linear rank tests for independenceTest of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear dataUnivariate likelihood projections and characterizations of the multivariate normal distributionA note on testing independence by a copula-based order selection approachMeasuring reproducibility of high-throughput experimentsEstimating copula densities, using model selection techniquesConsistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations ApproachModelling dependenceCopula-Based Models for the Power of Independence TestsData-driven smooth test for a location-scale familyDetecting positive quadrant dependence and positive function dependencePrincipal directions of the general Pareto distribution with applicationsTailor-made tests for goodness of fit to semiparametric hypothesesData-driven smooth tests for a location-scale family revisitedAsymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independenceValidation of positive quadrant dependenceValidation of associationA diagnostic test for specification of copulas under censorshipA Simple Density-Based Empirical Likelihood Ratio Test for Independence