A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974)
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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 |
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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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