Pages that link to "Item:Q1216134"

The following pages link to Asymptotic normality of nonparametric tests for independence (Q1216134):

Displaying 23 items.

• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• The asymptotic efficacies and relative efficiencies of various linear rank tests for independence (Q866891) (← links)
• Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
• Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions (Q1110175) (← links)
• Strong uniform convergence of density estimators on spheres (Q1262046) (← links)
• On the asymptotic normality of rank tests for independence (Q1362178) (← links)
• Rank correlation under categorical confounding (Q1690084) (← links)
• A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
• Weak convergence of empirical copula processes (Q1769785) (← links)
• Nonparametric measures of dependence for biometric data studies (Q1776852) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
• Estimation and inference for dependence in multivariate data (Q2267587) (← links)
• Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
• Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions (Q2640267) (← links)
• Asymptotic Properties of Generalized Multivariate Rank Statistics (Q2920025) (← links)
• Linear bank statistics with estimated scores for testing independence (Q3357356) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• The Copula Information Criteria (Q5418635) (← links)
• Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)