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ABSTRACT In this paper, we consider the problem of testing independence against stochastically increasing property. For the construction of new statistical tests, we employ Nadaraya–Watson regression estimator. We examine their… Click to show full abstract
ABSTRACT In this paper, we consider the problem of testing independence against stochastically increasing property. For the construction of new statistical tests, we employ Nadaraya–Watson regression estimator. We examine their asymptotic properties under the null and an alternative hypothesis. The performance of the tests is studied via power study. For this purpose, the bootstrap versions of proposed tests are utilized. The finite sample results indicate their competitiveness compared to existing statistical methods.
Journal Title: Journal of Statistical Computation and Simulation
Year Published: 2020
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