Measures of Dependence and Tests of Independence
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- A Non-Parametric Test of Independence
- A nonparametric measure of independence under a hypothesis of independent components
- A nonparametric test of serial independence based on the empirical distribution function
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
- Approximation Theorems of Mathematical Statistics
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Consistent Nonparametric Entropy-Based Testing
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Generalized autoregressive conditional heteroscedasticity
- Generalized portmanteau statistics and tests of randomness
- Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures
- Independence in time series: another look at the BDS test
- Linear serial rank tests for randomness against ARMA alternatives
- Measures of distance between probability distributions
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
- Nonconvexities in a stochastic control problem with learning
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric tests of linearity for time series
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
- On U-statistics and v. mise? statistics for weakly dependent processes
- On a measure of lack of fit in time series models
- On some global measures of the deviations of density function estimates
- Optimal rank-based tests against first-order superdiagonal bilinear dependence
- Some robust exact results on sample autocorrelations and tests of randomness
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
- Testing for randomness against autocorrelation: Alternative tests
- The Rank Version of von Neumann's Ratio Test for Randomness
- The bootstrap and Edgeworth expansion
- The jackknife and the bootstrap for general stationary observations
- Time series: theory and methods
Cited in
(33)- Prediction and independence
- On consistent testing for serial correlation in seasonal time series models
- Correlation in \(L^p\)-spaces
- Checking nonlinear heteroscedastic time series models
- Tests for Serial Independence and Linearity Based on Correlation Integrals
- Testing spatial randomness based on empirical distribution function: a study on lattice data
- Adaptive permutation tests for serial independence
- Information dependency: strong consistency of Darbellay-Vajda partition estimators
- Detection of non-linear structure in time series
- Measuring stochastic dependence using \(\phi\)-divergence
- Quantile spectral processes: asymptotic analysis and inference
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
- The autodependogram: a graphical device to investigate serial dependences
- Nonparametric entropy-based tests of independence between stochastic processes
- Using permutations to detect dependence between time series
- Measuring asymmetry and testing symmetry
- Symbolic correlation integral
- Testing procedures for detection of linear dependencies in efficiency models
- On a measure of dependence based on fisher's information matrix
- Semiparametric methods in nonlinear time series analysis: a selective review
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Nonlinear system theory: Another look at dependence
- Tests of independence and randomness based on the empirical copula process
- Measuring independence of datasets
- Testing dependence among serially correlated multicategory variables
- A Dependence Metric for Possibly Nonlinear Processes
- Power Assessment of a New Test of Independence
- A non-parametric independence test using permutation entropy
- Entropy testing for nonlinear serial dependence in time series
- A non-parametric test for independence based on symbolic dynamics
- A new test of independence for bivariate observations
- Diagnostic checking for the adequacy of nonlinear time series models
- Testing serial independence via density-based measures of divergence
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