Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness.

ABSTRACT: Joint distribution between two or more variables could be influenced by the outcome of a conditioning variable. In this paper, we propose a flexible Wald-type statistic to test for such influence. The test is based on a conditioned multivariate Kendall's tau nonparametric estimator. The asymptotic properties of the test statistic are established under different null hypotheses to be tested for, such as conditional independence or testing for constant conditional dependence. Two simulation studies are presented: The first shows that the estimator proposed and the bandwidth selection procedure perform well. The second presents different bivariate and multivariate models to check the size and power of the test and runs comparisons with previous proposals when appropriate. The results support

SUBMITTER: Ascorbebeitia J 

PROVIDER: S-EPMC8972772 | biostudies-literature | 2022

REPOSITORIES: biostudies-literature