Weighted Multivariate Tests of Independence

DOI10.1080/03610920701270824zbMath1129.62055OpenAlexW2115910907MaRDI QIDQ5438312

Paul Deheuvels

Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701270824

zbMATH Keywords

copulasGaussian processesWiener processesempirical processesBrownian sheetKarhunen-Loeve decompositionCramér-von Mises statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stochastic processes (60G99) Markov processes (60J99)

Related Items (10)

Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ A weighted independence test based on smooth estimation of Kendall distribution ⋮ On the weighted tests of independence based on Bernstein empirical copula ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Some new multivariate tests of independence ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Non-parametric weighted tests for independence based on empirical copula process

Cites Work

• An asymptotic decomposition for multivariate distribution-free tests of independence
• Weak convergence of empirical copula processes
• Weak convergence and empirical processes. With applications to statistics
• On quadratic functionals of the Brownian sheet and related processes
• Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents
• Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
• Computation of Limit Distributions of Statistics for Normality Tests of Type $\omega ^2 $
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions

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