A nonparametric measure of independence under a hypothesis of independent components (Q1200738): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-7152(92)90197-d / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1982110034 / rank | |||
Normal rank | |||
Latest revision as of 10:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric measure of independence under a hypothesis of independent components |
scientific article |
Statements
A nonparametric measure of independence under a hypothesis of independent components (English)
0 references
16 January 1993
0 references
It is shown that, under certain regularity assumptions, the weighted \(L^ 2\)-distance \[ I_ n=\iint\bigl[f_ n(x_ 1,x_ 2)-g_ n(x_ 1)h_ n(x_ 2)\bigr]^ 2 a(x_ 1,x_ 2) dx_ 1 dx_ 2 \] between a bivariate kernel density estimator \(f_ n\) and the tensor product of its marginals \(g_ n\) and \(h_ n\) is asymptotically normal after a proper standardization, provided that the components of the observed (bivariate) data are independent. The method of proof utilizes a central limit theorem for degenerate \(U\)- statistics due to \textit{P. Hall} [J. Multivariate Anal. 14, 1-16 (1984; Zbl 0528.62028)].
0 references
asymptotic normality
0 references
components of random two-vectors
0 references
density estimates
0 references
test of independence
0 references
kernel estimates
0 references
tensor products of marginals
0 references
regularity assumptions
0 references
bivariate kernel density estimator
0 references
central limit theorem for degenerate \(U\)-statistics
0 references
0 references
