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.
On the other hand, it is also clear that in some situations the small set of templates is not rich enough and flexible
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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.