Kiwitt, Sebastian; Neumeyer, Natalie - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 1, pp. 62-82
We suggest a new consistent asymptotically distribution-free test for independence of the components of bivariate random variables. The approach combines methods of order-selection tests with nonparametric copula density estimation. We deduce the asymptotic distribution of the test statistic and...
