A note on a specification test of independence.

DOI10.1007/S001840000031MaRDI QIDQ5953787zbMATH OpenOpenAlexFDO

Authors Holger Dette, Natalie Neumeyer

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840000031

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10)

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Cited in

(5)

• Testing independence in nonparametric regression
• Strongly consistent nonparametric tests of conditional independence
• A consistent specification test of independence
• A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
• Some comments on specification tests in nonparametric absolutely regular processes

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