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.
This implies that sup (u,v)∈[c(n),1−c(n)]2 √n|A2(u, v)| = OP (2s(n)) = OP (d(n))
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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.