عنوان
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New non-parametric tests for independence
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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Stochastically increasing; stochastic order; independence; regression dependence; kernel estimation; empirical processes
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چکیده
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In this paper, we consider the problem of testing independence against stochastically increasing property. For the construction of new statistical tests, we employ Nadaraya–Watson regression estimator. We examine their asymptotic properties under the null and an alternative hypothesis. The performance of the tests is studied via power study. For this purpose, the bootstrap versions of proposed tests are utilized. The finite sample results indicate their competitiveness compared to existing statistical methods.
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پژوهشگران
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ابراهیم امینی سرشت (نفر اول)، بوجانا میلوسویک (نفر دوم)
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