A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas

机译：双变量Copulas阿基米德族的小样本非参数独立检验

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In this paper we study the problem of independence of two continuous random variables using the fact that there exists a unique copula that characterizes independence, and that such copula is of Archimedean type. We use properties of the empirical diagonal to build nonparametric independence tests for small samples, under the assumption that the underlying copula belongs to the Archimedean family, giving solution to an open problem proposed by Alsinaetal. [2].

机译：在本文中，我们使用存在唯一代表独立性的系动词并且这种系动词是阿基米德型的事实研究了两个连续随机变量的独立性问题。我们使用经验对角线的属性为小样本建立非参数独立性检验，前提是潜在的copula属于阿基米德家族，为阿尔西纳塔尔提出的一个开放问题提供了解决方案。 [2]。

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《Soft Methods for Handling Variability and Imprecision》|2008年|118-125|共8页
会议地点 Toulouse(FR);Toulouse(FR)
作者
Arturo Erdely; Jose M. Gonzalez-Barrios;
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作者单位

Escuela de Actuaria, Universidad Anahuac Mexico Norte, Huixquilucan, Mexico;

Departamento de Probabilidad y Estadistica, Instituto de Investigaciones en Matematicas Aplicadas y en Sistemas, Universidad Nacional Autonoma de Mexico, Mexico D.F., Mexico;

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中图分类计算技术、计算机技术;
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1. A nonparametric symmetry test for absolutely continuous bivariate copulas [J] . Arturo Erdely, Jose M. Gonzalez-Barrios Statistical Methods and Applications . 2010,第4期

机译：绝对连续双变量copulas的非参数对称检验
2. Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function [J] . Susam Selim Orhun, Ucer Burcu Hudaverdi Journal of statistical computation and simulation . 2018,第13a15期

机译：基于肯德尔分布函数的伯恩斯坦估计，检验阿基米德系势的独立性
3. A test for Archimedeanity in bivariate copula models [J] . Bücher A., Dette H., Volgushev S. Journal of Multivariate Analysis: An International Journal . 2012,第Null期

机译：双变量copula模型中的Archimedeanity检验
4. A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas [C] . Arturo Erdely, Jose M. Gonzalez-Barrios International Conference on Soft Methods in Probability and Statistics . 2008

机译：ARCHIMEDEAN系差异的小型非参数独立测试
5. Survival Analysis using Bivariate Archimedean Copulas [D] . Chandra, Krishnendu. 2015

机译：使用双变量阿基米德Copulas进行生存分析
6. Dose-Finding Based on Bivariate Efficacy-Toxicity Outcome Using Archimedean Copula [O] . Yuxi Tao, Junlin Liu, Zhihui Li, -1

机译：基于阿基米德Copula的基于二元功效-毒性结果的剂量查找
7. Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests.\ud [O] . Muhammad, N., Coolen-Maturi, T., Coolen, F.P.A. 2018

机译：具有参数变量的非参数预测推理，用于组合双变量诊断检验。\ ud
8. Approximate Small-Sample Distributions for Multivariate Two-Sample Nonparametric Tests [R] . Bradley, R. A., Patel, K. M., Wackerly, D. D. 1970

机译：多元双样本非参数检验的近似小样本分布

A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas

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