Genest, Christian; Quessy, Jean-François; Rémillard, Bruno - In: Journal of Multivariate Analysis 97 (2006) 1, pp. 274-294
Deheuvels proposed a rank test of independence based on a Cramer-von Mises functional of the empirical copula process. Using a general result on the asymptotic distribution of this process under sequences of contiguous alternatives, the local power curve of Deheuvels' test is computed in the...