A novel rank-based estimator of the quantile dependence function with local acceptance regions allows visualization of dependence structure and supports a finite-sample valid independence test that performs well in power across many alternatives.
Aircraft data We investigated the dependency between span (X) and speed (Y), on log scales, using the data set available at https://rdrr.io/cran/sm/
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Detecting dependence structure: visualization and inference
A novel rank-based estimator of the quantile dependence function with local acceptance regions allows visualization of dependence structure and supports a finite-sample valid independence test that performs well in power across many alternatives.