Showing 71 - 80 of 47,168
Persistent link: https://www.econbiz.de/10003596349
Persistent link: https://www.econbiz.de/10003679796
Persistent link: https://www.econbiz.de/10003386222
Persistent link: https://www.econbiz.de/10003567470
Persistent link: https://www.econbiz.de/10003534480
Persistent link: https://www.econbiz.de/10011389730
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/10009409816
Persistent link: https://www.econbiz.de/10010356747