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

DOI10.1080/00949655.2014.995657OpenAlexW2061213834MaRDI QIDQ5222316FDOQ5222316

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

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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)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
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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
• A Non-Parametric Test of Independence
• An introduction to copulas.
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• Tests of independence and randomness based on the empirical copula process
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• Semiparametric estimation in copula models
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• A regularized goodness-of-fit test for copulas
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
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• Local efficiency of a Cramér\,-\,von Mises test of independence
• Weighted Multivariate Tests of Independence
• Weighted multivariate Cramér-von Mises-type statistics
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
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Cited In (9)

• A weighted independence test based on smooth estimation of Kendall distribution
• On the weighted tests of independence based on Bernstein empirical copula
• Fitting copulas in the case of missing data
• Tests of independence and randomness based on the empirical copula process
• Weak convergence of the weighted empirical beta copula process
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
• Title not available (Why is that?)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Weighted Multivariate Tests of Independence

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