On the dependency for asymptotically independent estimates

DOI10.1007/S11203-012-9066-6zbMATH Open1242.62014OpenAlexW1968615172MaRDI QIDQ438673FDOQ438673

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 31 July 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-012-9066-6

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zbMATH Keywords

Edgeworth expansionasymptotically independent estimatesdependency coefficients

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Title not available (Why is that?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• New dependence coefficients. Examples and applications to statistics
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Nonparametric confidence intervals for functions of several distributions
• Transformations of multivariate Edgeworth type expansions

Cited In (3)

• The price of independence in a model with unknown dependence
• The Extremal Dependence Measure and Asymptotic Independence
• GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE

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