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pith:3VQPTFQP

pith:2025:3VQPTFQP3OFUDAWKB37PUW4YOQ
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The post-hoc test for local dependence

Bart{\l}omiej Gibas, Bogdan \'Cmiel

A test based on the quantile dependence function uses critical surfaces to detect local dependence while preserving the global significance level.

arxiv:2512.20280 v2 · 2025-12-23 · stat.ME

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4 Citations open
5 Replications open
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Claims

C1strongest claim

Relying on copula-based results, we introduce a novel method for testing global and local statistical independence using the quantile dependence function. ... we introduce so-called critical surfaces that guaranty a locally equal probability of exceeding them under independence. This approach enables a detailed examination of local discrepancies and an assessment of their statistical significance while preserving the overall significance level of the test.

C2weakest assumption

The method assumes that copula-based results for the quantile dependence function are valid for the data at hand and that the critical surfaces can be constructed to deliver exactly equal local exceedance probabilities under independence without additional distributional assumptions.

C3one line summary

A new testing procedure uses critical surfaces on the quantile dependence function to detect local dependence while preserving the global significance level.

References

23 extracted · 23 resolved · 2 Pith anchors

[1] Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
[2] Main results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
[3] Numerical results. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.1. Comparison of Empirical Power . . . . . . . . . . . . . . .
[4] References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 2
[5] ,(Xn, Yn) withajointdistributionHandcontinuousmarginaldistributionsFandG, respectively

Formal links

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First computed 2026-05-18T02:44:32.047209Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

dd60f9960fdb8b4182ca0efefa5b9874023e7a5d8b381fd4adef2e1d9171b2a3

Aliases

arxiv: 2512.20280 · arxiv_version: 2512.20280v2 · doi: 10.48550/arxiv.2512.20280 · pith_short_12: 3VQPTFQP3OFU · pith_short_16: 3VQPTFQP3OFUDAWK · pith_short_8: 3VQPTFQP
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Canonical record JSON
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