Testing independence by nonparametric kernel method

DOI10.1016/S0167-7152(96)00183-6zbMath0899.62049OpenAlexW2009271122MaRDI QIDQ1380650

Ibrahim A. Ahmad, Q. Li

Publication date: 8 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00183-6

zbMATH Keywords

asymptotic normalitykernel estimationMonte Carlo simulationconsistent testtesting independence

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (11)

A Semiparametric Kernel Independence Test With Application to Mutational Signatures ⋮ Adaptive test of independence based on HSIC measures ⋮ A nonparametric test for equality of distributions with mixed categorical and continuous data ⋮ A test of independence based on a generalized correlation function ⋮ Testing serial independence via density-based measures of divergence ⋮ A smoothed bootstrap test for independence based on mutual information ⋮ A Dependence Metric for Possibly Nonlinear Processes ⋮ Testing new better than used classes of life distributions derived from a convex ordering using kernel methods^* ⋮ Testing normality using kernel methods ⋮ Multisample tests for scale based on kernel density estimation ⋮ Testing independence between exogenous variables and unobserved errors

Cites Work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Nonparametric estimation of the location and scale parameters based on density estimation
• A nonparametric measure of independence under a hypothesis of independent components
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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