Local efficiency of a Cramér\,-\,von Mises test of independence

DOI10.1016/J.JMVA.2005.03.003MaRDI QIDQ2581522zbMATH OpenOpenAlexFDO

Authors Christian Genest, Jean-François Quessy, Bruno Rémillard

Publication date 10 January 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.03.003

zbMATH Keywords

Asymptotic relative efficiencyContiguous alternativesEmpirical copula processLinear rank statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(23)

• Weak convergence of the weighted empirical beta copula process
• On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
• Asymptotic behavior of the empirical multilinear copula process under broad conditions
• Conditional independence testing via weighted partial copulas
• Mutual association measures
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
• A new test of independence for bivariate observations
• Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
• Spearman's footrule and Gini's gamma: a review with complements
• From Distance Correlation to Multiscale Graph Correlation
• Tests of multivariate independence for ordinal data
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
• Non-parametric weighted tests for independence based on empirical copula process
• Testing independence based on Bernstein empirical copula and copula density
• A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
• Efficiency of pattern-based independence test
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
• Constructing copula functions with weighted geometric means
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Nonparametric rank-based tests of bivariate extreme-value dependence
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence

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