Testing that marginal sequences of data are not independent via self-normalization
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central limit theoremexchangeable random variableself-centeringself-normalizationstationary uniform mixing sequence
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)
Recommendations
- Testing serial non-independence by self-centring and self-normalizing
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- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
- Asymptotic normality of self-normalized Pearson statistics
- Measuring and testing dependence by correlation of distances
Cites work
- A Theorem on Products of Random Variables, With Application to Regression
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Limit distributions of self-normalized sums
- Parameter Estimates for Symmetric Stable Distributions
- Self-normalized central limit theorem for sums of weakly dependent random variables
- When is the Student \(t\)-statistic asymptotically standard normal?
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