K-sample problem using strong approximations of empirical copula processes
DOI10.3103/S1066530711010029zbMATH Open1282.62115MaRDI QIDQ2437992FDOQ2437992
Salim Bouzebda, T. Zari, Amor Keziou
Publication date: 10 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
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Gaussian processestest of independencedependence functionstrong invariance principlesempirical copula processes\(K\)-sample problem
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)
Cites Work
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- An almost sure invariance principle for the empirical distribution function of mixing random variables
- Two-Sample Tests Based on the Integrated Empirical Process
- Testing the equality of multivariate distributions using integrated empirical processes
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- On the asymptotic power of some k-sample statistics based on the multivariate empirical process
Cited In (13)
- About tests of the ``simplifying assumption for conditional copulas
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- On the strong approximation of bootstrapped empirical copula processes with applications
- Rank correlation under categorical confounding
- Weak convergence of the weighted empirical beta copula process
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Strong approximation of empirical copula processes by Gaussian processes
- Comparing a large number of multivariate distributions
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- K-Sample Test for Equality of Copulas
- Testing for equality between conditional copulas given discretized conditioning events
- Some new multivariate tests of independence
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