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.
In view of the structure of ¯Cn(u, v) given byP4 j=1 kj(wj, zj)Cn(wj, zj), a similar argument 12 applies to ¯Cn(u, v) and thus concludes the proof of Proposition
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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.