Testing independence based on Bernstein empirical copula and copula density
DOI10.1080/10485252.2017.1303063zbMATH Open1369.62085OpenAlexW2603774972MaRDI QIDQ5266568FDOQ5266568
Abderrahim Taamouti, Felix Camirand Lemyre, Mohamed Belalia, Taoufik Bouezmarni
Publication date: 16 June 2017
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: http://dro.dur.ac.uk/20160/1/20160.pdf
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independence testcopula densityCramér-von Mises statisticBernstein empirical copulaemperical distribution functionKullback-Leibler divergence-type
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Stochastic integrals (60H05)
Cites Work
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- 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
- Large sample behavior of the Bernstein copula estimator
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- A Consistent Test for Bivariate Dependence
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
- A multivariate empirical characteristic function test of independence with normal marginals
- On the foundations of combinatorial theory I. Theory of M�bius Functions
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- The oscillation behavior of empirical processes: The multivariate case
- A note on the asymptotic behavior of the Bernstein estimator of the copula density
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation
- Estimation of entropy and other functionals of a multivariate density
- A nonparametric test of serial independence for time series and residuals
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Majorization, randomness and dependence for multivariate distributions
Cited In (15)
- A weighted independence test based on smooth estimation of Kendall distribution
- Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
- On the weighted tests of independence based on Bernstein empirical copula
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)
- Tests of independence and randomness based on the empirical copula process
- Bernstein copula characteristic function
- Weak convergence of the weighted empirical beta copula process
- A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
- Asymptotic properties of Bernstein estimators on the simplex
- Bivariate two sample test based on exceedance statistics
- A New Test Procedure of Independence in Copula Models via χ2-Divergence
- Testing bivariate independence based on α -divergence by improved probit transformation method for copula density estimation
- Measuring Granger Causality in Quantiles
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
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