Weighted Multivariate Tests of Independence
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Gaussian processesWiener processescopulasempirical processesBrownian sheetKarhunen-Loeve decompositionCramér-von Mises statistics
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Markov processes (60J99) Stochastic processes (60G99)
Recommendations
- Weighted multivariate Cramér-von Mises-type statistics
- Non-parametric weighted tests for independence based on empirical copula process
- Some new multivariate tests of independence
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
Cites work
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
- Computation of Limit Distributions of Statistics for Normality Tests of Type \omega ^2
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- On quadratic functionals of the Brownian sheet and related processes
- Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(20)- scientific article; zbMATH DE number 1408486 (Why is no real title available?)
- General tests of conditional independence based on empirical processes indexed by functions
- Conditional independence testing via weighted partial copulas
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Weighted multivariate Cramér-von Mises-type statistics
- A weighted independence test based on smooth estimation of Kendall distribution
- On the weighted tests of independence based on Bernstein empirical copula
- On the strong approximation of bootstrapped empirical copula processes with applications
- General tests of independence based on empirical processes indexed by functions
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- A multivariate empirical characteristic function test of independence with normal marginals
- Covariate Powered Cross-Weighted Multiple Testing
- scientific article; zbMATH DE number 913256 (Why is no real title available?)
- scientific article; zbMATH DE number 774887 (Why is no real title available?)
- Pitman efficiency of independence tests based on weighted rank statistics
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Some new multivariate tests of independence
- Some applications of the strong approximation of the integrated empirical copula processes
- Non-parametric weighted tests for independence based on empirical copula process
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