A nonparametric measure of independence under a hypothesis of independent components (Q1200738)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric measure of independence under a hypothesis of independent components |
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A nonparametric measure of independence under a hypothesis of independent components (English)
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16 January 1993
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It is shown that, under certain regularity assumptions, the weighted \(L^ 2\)-distance \[ I_ n=\iint\bigl[f_ n(x_ 1,x_ 2)-g_ n(x_ 1)h_ n(x_ 2)\bigr]^ 2 a(x_ 1,x_ 2) dx_ 1 dx_ 2 \] between a bivariate kernel density estimator \(f_ n\) and the tensor product of its marginals \(g_ n\) and \(h_ n\) is asymptotically normal after a proper standardization, provided that the components of the observed (bivariate) data are independent. The method of proof utilizes a central limit theorem for degenerate \(U\)- statistics due to \textit{P. Hall} [J. Multivariate Anal. 14, 1-16 (1984; Zbl 0528.62028)].
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asymptotic normality
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components of random two-vectors
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density estimates
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test of independence
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kernel estimates
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tensor products of marginals
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regularity assumptions
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bivariate kernel density estimator
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central limit theorem for degenerate \(U\)-statistics
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