Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
From MaRDI portal
Publication:1012532
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
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)
Related Items (32)
A Bayesian semiparametric Gaussian copula approach to a multivariate normality test ⋮ Nonparametric testing for no covariate effects in conditional copulas ⋮ Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski ⋮ Multivariate nonparametric test of independence ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ An independence test based on recurrence rates ⋮ Exploratory data analysis for interval compositional data ⋮ A copula approach for dependence modeling in multivariate nonparametric time series ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ Approximating the null distribution of a class of statistics for testing independence ⋮ Distributed testing on mutual independence of massive multivariate data ⋮ On the weighted tests of independence based on Bernstein empirical copula ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Testing for independence in high dimensions based on empirical copulas ⋮ Asymptotics of empirical copula processes under non-restrictive smoothness assumptions ⋮ Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India ⋮ Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages ⋮ A short note on the dependence structure of random vectors ⋮ 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 \(\tau\) ⋮ From Distance Correlation to Multiscale Graph Correlation ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Testing the simplifying assumption in high-dimensional vine copulas ⋮ Applications and asymptotic power of marginal-free tests of stochastic vectorial independence ⋮ Optimal rates for independence testing via $U$-statistic permutation tests ⋮ Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence ⋮ Non-parametric weighted tests for independence based on empirical copula process ⋮ Statistical dependence: beyond Pearson's \(\rho\) ⋮ Unnamed Item ⋮ Conditional independence testing via weighted partial copulas ⋮ Testing independence based on Bernstein empirical copula and copula density
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
