Testing independence based on Bernstein empirical copula and copula density-Reference-Cited by-同舟云学术

Testing independence based on Bernstein empirical copula and copula density

Published:2017-03-23 Issue:2 Volume:29 Page:346-380
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Belalia M.¹,Bouezmarni T.¹,Lemyre F. C.¹,Taamouti A.²

Affiliation:

1. Département de mathématiques, Université de Sherbrooke, Sherbrooke, Canada

2. Durham University Business School, Durham University, UK

Funder

Natural Sciences and Engineering Research Council of Canada

Spanish MINECO

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2017.1303063

Reference29 articles.

1. Belalia, M. (2016), ‘Estimation et inférence non paramétriques basées sur les polynômes de Bernstein’, Ph.D. dissertation, Université de Sherbrooke.

2. A multivariate empirical characteristic function test of independence with normal marginals

3. Distribution Free Tests of Independence Based on the Sample Distribution Function

4. Mutual information as a measure of multivariate association: analytical properties and statistical estimation

5. Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation

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