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Original Articles

Locally most powerful rank tests of independence for copula models

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Pages 521-539 | Received 01 Apr 2003, Published online: 31 Jan 2007

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Selim Orhun Susam & Burcu Hudaverdi. (2023) A weighted independence test based on smooth estimation of Kendall distribution. Journal of Statistical Computation and Simulation 93:17, pages 3082-3103.
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M. Zargar, H. Jabbari & M. Amini. (2016) Comparing the empirical powers of several independence tests in generalized FGM family. Communications for Statistical Applications and Methods 23:3, pages 215-230.
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Hela Romdhani, Lajmi Lakhal-Chaieb & Louis-Paul Rivest. (2014) An exchangeable Kendall's tau for clustered data. Canadian Journal of Statistics 42:3, pages 384-403.
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H. Romdhani, L. Lakhal-Chaieb & L.-P. Rivest. (2014) Kendall’s tau for hierarchical data. Journal of Multivariate Analysis 128, pages 210-225.
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Lu ChenVijay P. SinghShenglian Guo. (2013) Measure of Correlation between River Flows Using the Copula-Entropy Method. Journal of Hydrologic Engineering 18:12, pages 1591-1606.
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Claudio Giovanni Borroni. (2011) A new rank correlation measure. Statistical Papers 54:2, pages 255-270.
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Sebastian Kiwitt & Natalie Neumeyer. (2012) A note on testing independence by a copula-based order selection approach. TEST 22:1, pages 62-82.
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Ivan Kojadinovic. (2010) Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Computational Statistics & Data Analysis 54:1, pages 90-108.
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S. Bouzebda & A. Keziou. (2008) A test of independence in some copula models. Mathematical Methods of Statistics 17:2.
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C. Genest, A.-C. Favre, J. Béliveau & C. Jacques. (2007) Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data. Water Resources Research 43:9.
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David Beaudoin, Thierry Duchesne & Christian Genest. (2007) Improving the estimation of Kendall's tau when censoring affects only one of the variables. Computational Statistics & Data Analysis 51:12, pages 5743-5764.
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Christian Genest, Jean-François Quessy & Bruno Rémillard. (2006) Local efficiency of a Cramér–von Mises test of independence. Journal of Multivariate Analysis 97:1, pages 274-294.
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