Some new multivariate tests of independence

DOI10.3103/S1066530711030021zbMath1398.62108OpenAlexW2041240704MaRDI QIDQ647754

Salim Bouzebda

Publication date: 24 November 2011

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530711030021

zbMATH Keywords

dependence functionGaussian processesstrong approximationtests of independenceempirical copula processesweighted empirical copula process

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (7)

The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ A note on testing independence by a copula-based order selection approach ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests

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