pith. sign in

Since d(n)/√n → 0, by the assumption, (A.4) along with (A.6) imply the consistency under C

Hence 1 K(n) − κ(n) + 1 K(n)X k=κ(n) √n|A3|(k) ≥ √n a0 min{p0K(n), K(n) − κ(n) + 1} K(n) − κ(n) + 1 = O(√n) This yields Tn ≥ OP (√n) ( A · 1980

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Detecting dependence structure: visualization and inference

stat.ME · 2024-10-08 · unverdicted · novelty 6.0

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.

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  • Detecting dependence structure: visualization and inference stat.ME · 2024-10-08 · unverdicted · none · ref 17

    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.