New two-sample tests based on the integrated empirical copula processes

DOI10.1080/02331888.2010.512976zbMath1241.62098MaRDI QIDQ2892903

Nour-Eddin El Faouzi, Salim Bouzebda

Publication date: 25 June 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.512976

zbMATH Keywords

two-sample problem; strong approximations; copula Brownian bridges

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G30: Order statistics; empirical distribution functions

60F15: Strong limit theorems

Related Items

Some asymptotic results for the integrated empirical process with applications to statistical tests, Local efficiency of integrated goodness-of-fit tests under skew alternatives, Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives, Some applications of the strong approximation of the integrated empirical copula processes, Some new multivariate tests of independence, On the strong approximation of bootstrapped empirical copula processes with applications, Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, \(K\)-sample problem using strong approximations of empirical copula processes

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