Testing that marginal sequences of data are not independent via self-normalization
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Publication:3592335
central limit theoremself-normalizationexchangeable random variableself-centeringstationary uniform mixing sequence
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Recommendations
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- Measuring and testing dependence by correlation of distances
Cites work
- 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?)
- A Theorem on Products of Random Variables, With Application to Regression
- 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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