On the empirical multilinear copula process for count data
DOI10.3150/13-BEJ524zbMath1365.62221arXiv1407.1200MaRDI QIDQ396007
Christian Genest, Bruno Rémillard, Johanna G. Nešlehová
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.1200
count data; empirical process; Kendall's tau; contingency table; Spearman's rho; test of independence; checkerboard copula; multilinear extension copula; mid-ranks; Spearsman's rho
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
62H20: Measures of association (correlation, canonical correlation, etc.)
60F17: Functional limit theorems; invariance principles
62H17: Contingency tables
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Discussion: Statistical models and methods for dependence in insurance data
- An introduction to copulas.
- On rank correlation measures for non-continuous random variables
- Multivariate extensions of Spearman's rho and related statistics
- Time series: theory and methods.
- Asymptotic distributions of multivariate rank order statistics
- Weak convergence of empirical copula processes
- Weak convergence and empirical processes. With applications to statistics
- Tests of independence and randomness based on the empirical copula process
- An Introduction to Categorical Data Analysis
- Tests of Multivariate Independence for Ordinal Data
- Real Analysis and Probability
- A Primer on Copulas for Count Data