Jun, Sung Jae; Pinkse, Joris; Wan, Yuanyuan - In: Journal of Econometrics 159 (2010) 1, pp. 46-54
We propose a new nonparametric test of affiliation, a strong form of positive dependence with independence as a special, knife-edge, case. The test is consistent against all departures from the null of affiliation, and its null distribution is standard normal. Like most nonparametric tests, a...