Some new multivariate tests of independence
From MaRDI portal
Publication:647754
Gaussian processesstrong approximationdependence functiontests of independenceempirical copula processesweighted empirical copula process
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
Recommendations
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3750084 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2063765 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A Karhunen-Loève expansion for a mean-centered Brownian bridge
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- A note on goodness-of-fit statistics with asymptotically normal distributions
- An introduction to copulas.
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- New two-sample tests based on the integrated empirical copula processes
- On a set of transformations of Gaussian random functions
- On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
- On quadratic functionals of the Brownian sheet and related processes
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- On the multivariate two-sample problem using strong approximations of the EDF
- Semiparametric estimation in copula models
- Spacings-ratio empirical processes
- Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
- Understanding Relationships Using Copulas
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
- Weighted Multivariate Tests of Independence
- \(K\)-sample problem using strong approximations of empirical copula processes
Cited in
(28)- Weighted Multivariate Tests of Independence
- Exact distribution under independence of the diagonal section of the empirical copula
- New Tests for Data with an Inherent Structure
- On tests for selection of variables and independence under multivariate regression models
- New dependence coefficients. Examples and applications to statistics
- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data
- Test for independence of two multivariate regression equations with different design matrices
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Fourier methods for testing multivariate independence
- An extremal problem with applications to the problem of testing multivariate independence
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- A note on testing independence by a copula-based order selection approach
- Asymptotic properties of conditional U -statistics using delta sequences
- The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
- General tests of conditional independence based on empirical processes indexed by functions
- New non-parametric tests for independence
- General tests of independence based on empirical processes indexed by functions
- On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion
- Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’
- Multi-scale Fisher’s independence test for multivariate dependence
- Multivariate nonparametric test of independence
- New two-sample tests based on the integrated empirical copula processes
- On the strong approximation of bootstrapped empirical copula processes with applications
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Some applications of the strong approximation of the integrated empirical copula processes
- Testing independence based on Bernstein empirical copula and copula density
- A new multiple testing method in the dependent case
- Non-parametric weighted tests for independence based on empirical copula process
This page was built for publication: Some new multivariate tests of independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q647754)