Validation of positive expectation dependence

DOI10.1051/PS/2017015MaRDI QIDQ4578064zbMATH OpenOpenAlexFDO

Authors Bogdan Ćmiel, Teresa Ledwina

Publication date 7 August 2018

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2017015

zbMATH Keywords

expectation dependencehypothesis testingLorenz curvemonotonic dependence functionmultiplier central limit theoremwild bootstrapZenga curve

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(5)

• Validation of association
• Validation of positive quadrant dependence
• Testing for more positive expectation dependence with application to model comparison
• Testing for positive expectation dependence
• Tests for independence against regression and expectation dependence

Describes a project that uses

Uses Software

• quantilogram
• reldist

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