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  • Search: subject:"Multiparametric copula"
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Copula 1 Dependence 1 Dependogramm 1 Multiparametric copula 1 Multivariate Analyse 1 Multivariate Verteilung 1 Multivariate analysis 1 Multivariate distribution 1 Multivariate linear rank test 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Ranking method 1 Ranking-Verfahren 1 Statistical test 1 Statistical theory 1 Statistische Methodenlehre 1 Statistischer Test 1 Test of independence 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Mangold, Benedikt 1
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A multivariate linear rank test of independence based on a multiparametric copula with cubic sections
Mangold, Benedikt - 2015
This paper generalizes the locally optimal linear rank test based on copula from Shirahata (1974) resp. Guillén and Isabel (1998) and Genest et al. (2006) to p dimensions and introduces a new X2-type test for global independence (Nelsen test). The test is compared to similar nonparametric tests...
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