COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020 (SCI-Expanded)
Article / Article
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
Bernstein empirical copula, Independence tests, Monte Carlo simulation, Power analysis, Weighted Cramer-von Mises statistic
Dokuz Eylül University Affiliated:
In this article, we propose a flexible weighted test of independence based on Cramer-von Mises statistic of the Bernstein empirical copula process. We investigate the asymptotic properties of the new weighted test. A Monte Carlo study is conducted to measure the power performance of the new test under various dependence structures and also to compare the performance with some other alternative tests. The effects of the weights and the selection of optimal Bernstein polynomial degree are significantly influencing the power of the test according to the particular type of dependence. Finally, the procedure is also applied to a dataset on diabetes for illustrative purpose.