Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

DOI10.1016/J.JMVA.2008.10.013zbMath1159.62033OpenAlexW1965817835MaRDI QIDQ1012532

Ivan Kojadinovic, Mark P. Holmes

Publication date: 21 April 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.013

zbMATH Keywords

bootstrappermutationempirical processCramér-von Mises statisticMöbius decomposition

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

Related Items (32)

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Uses Software

• copula
• copula
• IndependenceTests

Cites Work

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• On a likelihood ratio test for independence
• An introduction to copulas.
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• 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
• Tests of independence and randomness based on the empirical copula process
• Introduction to empirical processes and semiparametric inference
• Nonparametric tests of independence between random vectors
• Some blum-kiefer-rosenblatt type tests for the joint independence of variables
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Semiparametric estimation in copula models
• [https://portal.mardi4nfdi.de/wiki/Publication:5731810 On the foundations of combinatorial theory I. Theory of M�bius Functions]
• Multivariate Nonparametric Tests of Independence
• A nonparametric test of serial independence for time series and residuals

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