Showing 1 - 10 of 12
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...
Persistent link: https://www.econbiz.de/10011333620
Persistent link: https://www.econbiz.de/10003905166
Persistent link: https://www.econbiz.de/10003905174
Persistent link: https://www.econbiz.de/10003974472
Persistent link: https://www.econbiz.de/10008732055
Persistent link: https://www.econbiz.de/10009673124
Persistent link: https://www.econbiz.de/10010225882
Persistent link: https://www.econbiz.de/10010225885
Persistent link: https://www.econbiz.de/10009409816
Persistent link: https://www.econbiz.de/10003386222