Asymptotic local efficiency of Cramér-von Mises tests for multivariate independence

Annals of Statistics

Volumn 35, Issue 1, 2007, Pages 166-191

  Genest, Christian ^a   Quessy, Jean François ^b   Rémillard, Bruno ^c  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

^c HEC MONTRÉAL   (Canada)

Author keywords

Archimedean copula models; Asymptotic relative efficiency; Contiguous alternatives; Cram r von Mises statistics; Empirical copula process; Local power curve; M bius inversion formula; Tests of multivariate independence

Indexed keywords

EID: 49449096923     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000984     Document Type: Article

References (23)

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