A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974): Difference between revisions

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Latest revision as of 05:46, 28 July 2024

scientific article; zbMATH DE number 7484504
Language Label Description Also known as
English
A Projection-Based Nonparametric Test of Conditional Quantile Independence
scientific article; zbMATH DE number 7484504

    Statements

    A Projection-Based Nonparametric Test of Conditional Quantile Independence (English)
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    4 March 2022
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    banks
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    conditional quantiles
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    conditional independence
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    dimension reduction
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    nonparametric tests
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    stochastic processes
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    systemic risk
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    U-statistic
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