An extremal problem with applications to the problem of testing multivariate independence

DOI10.1080/10485252.2011.603831zbMATH Open1241.62068arXiv1012.0837OpenAlexW2150056867MaRDI QIDQ2892913FDOQ2892913

Authors: Natalia Stepanova, A. I. Nazarov 

Publication date: 25 June 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Abstract: Some problems of statistics can be reduced to extremal problems of minimizing functionals of smooth functions defined on the cube $[0,1{]}^m$, $mgeq2$. In this paper, we study a class of extremal problems that is closely connected to the problem of testing multivariate independence. By solving the extremal problem, we provide a unified approach to establishing weak convergence for a wide class of empirical processes which emerge in connection with testing independence. The use of our result is also illustrated by describing the domain of local asymptotic optimality of some nonparametric tests of independence.

Full work available at URL: https://arxiv.org/abs/1012.0837

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zbMATH Keywords

boundary-value problemGreen functionlocal asymptotic optimalityasymptotic efficiency of test statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) PDEs in connection with statistics (35Q62)

Cites Work

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Cited In (5)

• Extremal problems for hypotheses testing with set-valued decisions
• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Title not available (Why is that?)

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