Non-parametric weighted tests for independence based on empirical copula process

DOI10.1080/00949655.2014.995657OpenAlexW2061213834MaRDI QIDQ5222316

Ivan Medovikov

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0847

zbMATH Keywords

empirical copula processMonte-Carloindependence testsnon-parametric methodspower studyweighted Cramér-von Mises statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (3)

A Bayesian semiparametric Gaussian copula approach to a multivariate normality test ⋮ A weighted independence test based on smooth estimation of Kendall distribution ⋮ On the weighted tests of independence based on Bernstein empirical copula

Cites Work

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