2 papers
math.PR2010
An extremal problem with applications to testing multivariate independence
Alexander Nazarov, Natalia Stepanova
Some problems of statistics can be reduced to extremal problems of minimizing functionals of smooth functions defined on the cube , . In this paper, we study a cl…
math.PR2009
On asymptotic efficiency of multivariate version of Spearman's rho
Alexander Nazarov, Natalia Stepanova
A multivariate version of Spearman's rho for testing independence is considered. Its asymptotic efficiency is calculated under a general distribution model specified by the depende…