A new non-parametric test for testing positive quadrant dependence

DOI10.1080/03610918.2021.1982975OpenAlexW3203130775MaRDI QIDQ6141714

Isha Dewan, Deepesh Bhati, Kumar Kattumannil Sudheesh

Publication date: 23 January 2024

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1982975

zbMATH Keywords

independenceU-statisticspositive quadrant dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• A new class of copulas involved geometric distribution: estimation and applications
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• Nonparametric methods
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• Multivariate distributions for the life lengths of components of a system sharing a common environment
• Competitors of the Kendall-tau test for testing independence against positive quadrant dependence
• Testing for Positive Quadrant Dependence
• Some Concepts of Dependence
• Case Studies Using Panel Data Models
• Understanding Relationships Using Copulas
• A kolmogorov-smirnov type test for positive quadrant dependence
• Consistency and Unbiasedness of Certain Nonparametric Tests

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