Testing independence based on Bernstein empirical copula and copula density

DOI10.1080/10485252.2017.1303063zbMath1369.62085OpenAlexW2603774972MaRDI QIDQ5266568

Abderrahim Taamouti, Felix Camirand Lemyre, Mohamed Belalia, Taoufik Bouezmarni

Publication date: 16 June 2017

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

Full work available at URL: http://dro.dur.ac.uk/20160/1/20160.pdf

zbMATH Keywords

Cramér-von Mises statisticindependence testcopula densityBernstein empirical copulaemperical distribution functionKullback-Leibler divergence-type

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Stochastic integrals (60H05)

Related Items (9)

A Bayesian semiparametric Gaussian copula approach to a multivariate normality test ⋮ Bivariate two sample test based on exceedance statistics ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ A weighted independence test based on smooth estimation of Kendall distribution ⋮ On the weighted tests of independence based on Bernstein empirical copula ⋮ Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function ⋮ Asymptotic properties of Bernstein estimators on the simplex

Cites Work

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• A Consistent Test for Bivariate Dependence
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• [https://portal.mardi4nfdi.de/wiki/Publication:5731810 On the foundations of combinatorial theory I. Theory of M�bius Functions]
• A nonparametric test of serial independence for time series and residuals

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