Mathematics – Statistics Theory
Scientific paper
2008-03-11
Mathematics
Statistics Theory
23 pages (2 figures). Submitted to publication
Scientific paper
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic properties of the proposed estimate and the test statistic are studied under the null and alternative hypotheses, with simple and standard limit distributions both when the parameter is an interior point or not.
Bouzebda Salim
Keziou Amor
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