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

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Revision as of 00:53, 6 March 2024

scientific article; zbMATH DE number 7484504
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A Projection-Based Nonparametric Test of Conditional Quantile Independence
scientific article; zbMATH DE number 7484504

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    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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