Measures of Dependence and Tests of Independence

DOI10.1080/02331889708802564zbMath0876.62040OpenAlexW2168188588MaRDI QIDQ4337772

Dag Tjøstheim

Publication date: 1 December 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802564

zbMATH Keywords

bootstrapHellinger distancetime serieskernel estimationcritical valuemeasures of dependencetests of independenceKullbach-Leibler information

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (21)

Quantile spectral processes: asymptotic analysis and inference ⋮ A non-parametric independence test using permutation entropy ⋮ Tests of independence and randomness based on the empirical copula process ⋮ DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS ⋮ A new test of independence for bivariate observations ⋮ Information dependency: strong consistency of Darbellay-Vajda partition estimators ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ Testing serial independence via density-based measures of divergence ⋮ Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes ⋮ Measuring asymmetry and testing symmetry ⋮ Testing spatial randomness based on empirical distribution function: a study on lattice data ⋮ Semiparametric methods in nonlinear time series analysis: a selective review ⋮ Measuring stochastic dependence using \(\phi\)-divergence ⋮ Checking nonlinear heteroscedastic time series models ⋮ Power Assessment of a New Test of Independence ⋮ On consistent testing for serial correlation in seasonal time series models ⋮ A non-parametric test for independence based on symbolic dynamics ⋮ On a measure of dependence based on fisher's information matrix ⋮ Detection of non-linear structure in time series ⋮ Correlation in \(L^p\)-spaces ⋮ Symbolic correlation integral

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