A note on testing independence by a copula-based order selection approach

DOI10.1007/s11749-012-0294-2zbMath1259.62032MaRDI QIDQ1945057

Publication date: 2 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-012-0294-2

zbMATH Keywords

marginal distributions; test for independence; order-selection test; copula estimation; null-effect hypothesis; orthogonal series estimation

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

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