Cramer-von Mises tests for independence

DOI10.1016/0047-259X(80)90080-9zbMath0439.62031OpenAlexW2091429326MaRDI QIDQ1142508

Tertius de Wet

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0047-259x(80)90080-9

zbMATH Keywords

independenceapproximate Bahadur slopespercentage points of asymptotic distributionweighted Cramer-von Mises type test

Mathematics Subject Classification ID

Multivariate analysis (62H99) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (18)

Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. ⋮ Specification tests in nonparametric regression ⋮ Large deviations and asymptotic efficiency of integral statistics for testing independence ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data ⋮ IPCW approach for testing independence ⋮ Strongly consistent nonparametric tests of conditional independence ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ A consistent test of independence based on a sign covariance related to Kendall's tau ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Distance-based and RKHS-based dependence metrics in high dimension ⋮ Test of Independence in the Farlie–Gumbel–Morgenstern Distribution ⋮ Dependence structure estimation using copula recursive trees ⋮ Tests of zero correlation using modified RV coefficient for high-dimensional vectors ⋮ On minimum cramer-von mises-norm parameter estimation ⋮ A new integral nonparametric test for the affine symmetry hypothesis ⋮ Testing independence in high dimensions ⋮ Testing for independence by the empirical characteristic function

Cites Work

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• On efficiency and optimality of quadratic tests
• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
• Large sample theory for U-statistics and tests of fit
• Asymptotic distributions for quadratic forms with applications to tests of fit
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Co-ordinate transformations to normality and the power of normal tests for independence

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