Non-parametric weighted tests for independence based on empirical copula process

DOI10.1080/00949655.2014.995657MaRDI QIDQ5222316zbMATH OpenOpenAlexFDO

Authors Ivan Medovikov

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.0847

zbMATH Keywords

power studyempirical copula processMonte-Carloindependence testsnon-parametric methodsweighted Cramér-von Mises statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Weighted Multivariate Tests of Independence
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Tests of independence and randomness based on the empirical copula process
• Some new multivariate tests of independence
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

Cites work

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• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Local efficiency of a Cramér\,-\,von Mises test of independence
• Semiparametric estimation in copula models
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Tests of independence and randomness based on the empirical copula process
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of empirical copula processes
• Weighted Multivariate Tests of Independence
• Weighted multivariate Cramér-von Mises-type statistics

Cited in

(10)

• A weighted independence test based on smooth estimation of Kendall distribution
• On the weighted tests of independence based on Bernstein empirical copula
• Tests of independence and randomness based on the empirical copula process
• Fitting copulas in the case of missing data
• Weak convergence of the weighted empirical beta copula process
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
• Non-Parametric Weighted Tests for Independence Based on Empirical Copula Process
• scientific article; zbMATH DE number 5713887 (Why is no real title available?)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Weighted Multivariate Tests of Independence

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