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

Contiguous alternativesAsymptotic relative efficiencyLinear rank statisticsEmpirical copula process

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

(21)

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

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