A nonparametric measure of independence under a hypothesis of independent components

DOI10.1016/0167-7152(92)90197-DMaRDI QIDQ1200738zbMATH OpenOpenAlexFDO

Authors Bruce E. Wahlen, Murray Rosenblatt

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1016/0167-7152(92)90197-d

zbMATH Keywords

asymptotic normalitybivariate kernel density estimatorcentral limit theorem for degenerate \(U\)-statisticscomponents of random two-vectorsdensity estimateskernel estimatesregularity assumptionstensor products of marginalstest of independence

Mathematics Subject Classification ID

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

Review text

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)].

Recommendations

• A multivariate nonparametric test of independence
• INDEPENDENT COMPONENT NONPARAMENTRIC ESTIMATION
• Nonparametric tests of independence between random vectors
• Multivariate Nonparametric Tests of Independence
• Multivariate nonparametric test of independence
• A multivariate nonparametric test of independence among many vectors
• scientific article; zbMATH DE number 844341

Cites work

• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Boundary modification for kernel regression
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Martingale Central Limit Theorems
• Nonparametric regression analysis of longitudinal data
• On some global measures of the deviations of density function estimates

Cited in

(14)

• A consistent nonparametric test for serial independence
• Testing independence by nonparametric kernel method
• A new test of independence for bivariate observations
• Asymptotic properties of a dimension-robust quadratic dependence measure
• Power Assessment of a New Test of Independence
• Measuring independence of datasets
• A Nonparametric Test for Independence Based on Sample Space Partitions
• INDEPENDENT COMPONENT NONPARAMENTRIC ESTIMATION
• Measures of Dependence and Tests of Independence
• Testing serial independence via density-based measures of divergence
• A Semiparametric Kernel Independence Test With Application to Mutational Signatures
• A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
• A smoothed bootstrap test for independence based on mutual information

This page was built for publication: A nonparametric measure of independence under a hypothesis of independent components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1200738)