Measures of Dependence and Tests of Independence (Q4337772): Difference between revisions

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+The Rank Version of von Neumann's Ratio Test for Randomness
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+Optimal rank-based tests against first-order superdiagonal bilinear dependence
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+On some global measures of the deviations of density function estimates
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Generalized autoregressive conditional heteroscedasticity
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Time series: theory and methods
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+NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
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+Measures of distance between probability distributions
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+TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
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+On U-statistics and v. mise? statistics for weakly dependent processes
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+Some robust exact results on sample autocorrelations and tests of randomness
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+Generalized portmanteau statistics and tests of randomness
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+The bootstrap and Edgeworth expansion
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+ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
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+Linear serial rank tests for randomness against ARMA alternatives
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+Comparing nonparametric versus parametric regression fits
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+TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
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+Nonparametric tests of linearity for time series
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+A Non-Parametric Test of Independence
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+Testing for randomness against autocorrelation: Alternative tests
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+The jackknife and the bootstrap for general stationary observations
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+Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures
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+On a measure of lack of fit in time series models
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Nonconvexities in a stochastic control problem with learning
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+Consistent Nonparametric Entropy-Based Testing
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+A quadratic measure of deviation of two-dimensional density estimates and a test of independence
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+A nonparametric measure of independence under a hypothesis of independent components
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+Approximation Theorems of Mathematical Statistics
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+A nonparametric test of serial independence based on the empirical distribution function
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+An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
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+Independence in time series: another look at the BDS test
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+DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
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