This article introduces testforDEP, a portmanteau R package containing several tests and visualization tools to examine independence between two variables. This new package combines classical tests including Pearson’s product moment correlation coefficient method, Kendall’s τ rank correlation coefficient method and Spearman’s ρ rank correlation coefficient method with modern tests consisting of...

Abstract This paper deals with the generalized convolutions connected Williamson transform and maximum operation. We focus on such which can define transition probabilities of renewal processes. They should be monotonic since described time or destruction does not go back, it admit existence a distribution lack memory property because analog Poisson process shall exist. Another valuable is simp...

While there is substantial need for dependence models in higher dimensions, most existing models quickly become rather restrictive and barely balance parsimony and flexibility. Hierarchical constructions may improve on that by grouping variables in different levels. In this paper, the new class of hierarchical Kendall copulas is proposed and discussed. Hierarchical Kendall copulas are built up ...