Asymptotic properties of a dimension-robust quadratic dependence measure
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Publication:2472991
DOI10.1016/j.crma.2007.10.043zbMath1188.62179arXivmath/0609259OpenAlexW2038170906MaRDI QIDQ2472991
Publication date: 25 February 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609259
Related Items (3)
DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES ⋮ A test of independence based on a generalized correlation function ⋮ Multivariate Wavelet Whittle Estimation in Long-range Dependence
Cites Work
- Characteristic-function-based independent component analysis
- Limit behaviour of the empirical characteristic function
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- A Consistent Test for Bivariate Dependence
- Consistent independent component analysis and prewhitening
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- A Class of Statistics with Asymptotically Normal Distribution
- A Non-Parametric Test of Independence
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