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MTests of Independence for Sparse Contingency Tables and Beyond Neslehova, Johanna 2013-05-21
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Title | MTests of Independence for Sparse Contingency Tables and Beyond |
Creator |
Neslehova, Johanna |
Publisher | Banff International Research Station for Mathematical Innovation and Discovery |
Date Issued | 2013-05-21 |
Description | New statistics are proposed for testing the hypothesis that arbitrary random variables are mutually independent. These tests are consistent and well-behaved for any type of data, even for sparse contingency tables and tables whose dimension depends on the sample size. The statistics are Cramer-von Mises and Kolmogorov-Smirnov type functionals of the empirical checkerboard copula. The asymptotic behavior of the corresponding empirical process will be characterized and illustrated; it will also be shown how replicates from the limiting process can be generated using a multiplier bootstrap procedure. As will be seen through simulations, the new tests are considerably more powerful than those based on the Pearson chi squared, likelihood ratio, and Zelterman statistics often used in this context. |
Extent | 30 minutes |
Subject |
Mathematics Statistics Probability theory and stochastic processes |
Type |
Moving Image |
FileFormat | video/mp4 |
Language | eng |
Notes | Author affiliation: McGill University |
Series |
BIRS Workshop Lecture Videos (Banff, Alta) |
Date Available | 2014-10-03 |
Provider | Vancouver : University of British Columbia Library |
Rights | Attribution-NonCommercial-NoDerivs 2.5 Canada |
DOI | 10.14288/1.0044031 |
URI | http://hdl.handle.net/2429/50578 |
Affiliation |
Non UBC |
Peer Review Status | Unreviewed |
Scholarly Level | Faculty |
Rights URI | http://creativecommons.org/licenses/by-nc-nd/2.5/ca/ |
AggregatedSourceRepository | DSpace |
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https://iiif.library.ubc.ca/presentation/dsp.48630.1-0044031/manifest