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Ebrahim Amini-Seresht

Ebrahim Amini-Seresht

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId: 56563082200
HIndex:
Faculty: Faculty of Science
Address:
Phone:

Research

Title
New non-parametric tests for independence
Type
JournalPaper
Keywords
Stochastically increasing; stochastic order; independence; regression dependence; kernel estimation; empirical processes
Year
2020
Journal JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
DOI
Researchers Ebrahim Amini-Seresht ، Bojana Milosevic

Abstract

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.