TY  - JOUR
A1  - Gaigall, Daniel
T1  - Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
JF  - Communications in Statistics - Theory and Methods
N2  - The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.
KW  - Brownian Pillow
KW  - Hoeffding-Blum-Kiefer-Rosenblatt independence test
KW  - not identically distributed
KW  - random effects meta-regression model
Y1  - 2020
U6  - http://dx.doi.org/10.1080/03610926.2020.1805767
SN  - 1532-415X
VL  - 51
IS  - 12
SP  - 4006
EP  - 4028
PB  - Taylor & Francis
CY  - London
ER  -