Ontology highlight
ABSTRACT:
SUBMITTER: Tang CF
PROVIDER: S-EPMC7597655 | biostudies-literature | 2019
REPOSITORIES: biostudies-literature
Tang Chuan-Fa CF Wang Dewei D El Barmi Hammou H Tebbs Joshua M JM
The American statistician 20190530
We develop an empirical likelihood approach to test independence of two univariate random variables <i>X</i> and <i>Y</i> versus the alternative that <i>X</i> and <i>Y</i> are strictly positive quadrant dependent (PQD). Establishing this type of ordering between <i>X</i> and <i>Y</i> is of interest in many applications, including finance, insurance, engineering, and other areas. Adopting the framework in Einmahl and McKeague (2003, <i>Bernoulli</i>), we create a distribution-free test statistic ...[more]