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

DOI10.1016/j.jmva.2005.03.003zbMath1079.62048OpenAlexW2085712469MaRDI QIDQ2581522

Bruno Rémillard, Jean-François Quessy, Christian Genest

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

Contiguous alternativesAsymptotic relative efficiencyLinear rank statisticsEmpirical copula process

Mathematics Subject Classification ID

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

Related Items (20)

Constructing copula functions with weighted geometric means ⋮ A new test of independence for bivariate observations ⋮ Mutual association measures ⋮ 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 ⋮ 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 ⋮ Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas ⋮ From Distance Correlation to Multiscale Graph Correlation ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ 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 ⋮ Spearman's footrule and Gini's gamma: a review with complements ⋮ Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho ⋮ Non-parametric weighted tests for independence based on empirical copula process ⋮ Tests of Multivariate Independence for Ordinal Data ⋮ Conditional independence testing via weighted partial copulas ⋮ Testing independence based on Bernstein empirical copula and copula density

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Locally most powerful rank tests for independence with censored data
• An introduction to copulas. Properties and applications
• Weak convergence and empirical processes. With applications to statistics
• Tests of independence and randomness based on the empirical copula process
• Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
• A generalization of an identity of hoeffding and some applications
• Copula model generated by Dabrowska's association measure
• On blest's measure of rank correlation
• Theory & Methods: Rank Correlation — an Alternative Measure
• Statistical Modeling and Analysis for Complex Data Problems
• A Class of Nonparametric Tests for Independence in Bivariate Populations
• Locally most powerful rank tests of independence for copula models
• Computing the distribution of quadratic forms in normal variables
• Asymptotic Optimality and ARE of Certain Rank-Order Tests under Contiguity
• A Characterization of Certain Rank-Order Tests with Bounds for the Asymptotic Relative Efficiency
• Note on the inversion theorem

This page was built for publication: Local efficiency of a Cramér\,-\,von Mises test of independence