A new non-parametric test for testing positive quadrant dependence

Article Type

Research Article

Publication Title

Communications in Statistics: Simulation and Computation

Abstract

We develop a simple non-parametric test for testing independence of two random variables against the alternative that they are positive quadrant dependent. The asymptotic distribution of the proposed test statistic is distribution free under the null hypothesis of independence. A Monte Carlo simulation study is carried out to evaluate the finite sample performance of the proposed test. We illustrate the proposed method with a real data set.

First Page

5090

Last Page

5098

DOI

https://10.1080/03610918.2021.1982975

Publication Date

1-1-2023

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