On the dependency for asymptotically independent estimates

DOI10.1007/S11203-012-9066-6MaRDI QIDQ438673zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• New dependence coefficients. Examples and applications to statistics
• 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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