Applications and asymptotic power of marginal-free tests of stochastic vectorial independence

DOI10.1016/j.jspi.2010.04.004zbMath1203.62087OpenAlexW2068625319MaRDI QIDQ988939

Jean-François Quessy

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.004

zbMATH Keywords

copulaweighted bootstraprankscontiguous alternativesempirical copula process

Mathematics Subject Classification ID

Related Items (12)

Multivariate nonparametric test of independence ⋮ Measuring association and dependence between random vectors ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ 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 ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) ⋮ Testing the simplifying assumption in high-dimensional vine copulas ⋮ Non-parametric weighted tests for independence based on empirical copula process ⋮ Measuring dependence between random vectors via optimal transport

Uses Software

• TwoCop
• IndependenceTests

Cites Work

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