Nonparametric Tests for Positive Quadrant Dependence
نویسندگان
چکیده
منابع مشابه
A Class of Distribution-free Tests for Independence against Positive Quadrant Dependence
A class of distribution-free tests based on convex combination of two U-statistics is considered for testing independence against positive quadrant dependence. The class of tests proposed by Kochar and Gupta (1987) and Kendall’s test are members of the proposed class. The performance of the proposed class is evaluated in terms of Pitman asymptotic relative efficiency for BlockBasu (1974) model ...
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ژورنال
عنوان ژورنال: Journal of Financial Econometrics
سال: 2004
ISSN: 1479-8409,1479-8417
DOI: 10.1093/jjfinec/nbh017