Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
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Publication:997376
DOI10.1214/009053606000000984zbMath1114.62058arXiv0708.0485OpenAlexW2033598072MaRDI QIDQ997376
Christian Genest, Jean-François Quessy, Bruno Rémillard
Publication date: 23 July 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.0485
asymptotic relative efficiencyMöbius inversion formulacontiguous alternativesempirical copula processlocal power curveCramér-von Mises statisticsArchimedean copula modelstests of multivariate independence
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
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