A novel rank-based estimator of the quantile dependence function with local acceptance regions allows visualization of dependence structure and supports a finite-sample valid independence test that performs well in power across many alternatives.
Full list of alternatives, empirical powers, and related comments We use the list of models proposed in Ćmiel & Ledwina (2020)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Detecting dependence structure: visualization and inference
A novel rank-based estimator of the quantile dependence function with local acceptance regions allows visualization of dependence structure and supports a finite-sample valid independence test that performs well in power across many alternatives.