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Testing independence based on Bernstein empirical copula and copula density

Belalia, M; Bouezmarni, T; Lemyre, FC; Taamouti, A

Bouezmarni, T (reprint author), Univ Sherbrooke, Dept Math, Sherbrooke, PQ, Canada.

JOURNAL OF NONPARAMETRIC STATISTICS, 2017; 29 (2): 346

Abstract

In this paper we provide three nonparametric tests of independence between continuous random variables based on the Bernstein copula distribution func......

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