Measures of Dependence and Tests of Independence

DOI10.1080/02331889708802564zbMATH Open0876.62040OpenAlexW2168188588MaRDI QIDQ4337772FDOQ4337772

Authors: Dag Tjøstheim 

Publication date: 1 December 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802564

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zbMATH Keywords

bootstrapkernel estimationtime seriesmeasures of dependencecritical valueHellinger distancetests of independenceKullbach-Leibler information

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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Cited In (30)

• Adaptive permutation tests for serial independence
• Testing spatial randomness based on empirical distribution function: a study on lattice data
• Information dependency: strong consistency of Darbellay-Vajda partition estimators
• A non-parametric independence test using permutation entropy
• A Dependence Metric for Possibly Nonlinear Processes
• DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS
• An Updated Literature Review of Distance Correlation and Its Applications to Time Series
• A non-parametric test for independence based on symbolic dynamics
• Quantile spectral processes: asymptotic analysis and inference
• Tests of independence and randomness based on the empirical copula process
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
• Correlation in \(L^p\)-spaces
• Checking nonlinear heteroscedastic time series models
• Symbolic correlation integral
• On a measure of dependence based on fisher's information matrix
• Using permutations to detect dependence between time series
• Measuring stochastic dependence using \(\phi\)-divergence
• Testing procedures for detection of linear dependencies in efficiency models
• Testing serial independence via density-based measures of divergence
• Prediction and independence
• Detection of non-linear structure in time series
• Nonlinear system theory: Another look at dependence
• Power Assessment of a New Test of Independence
• A new test of independence for bivariate observations
• Tests for Serial Independence and Linearity Based on Correlation Integrals
• Nonparametric entropy-based tests of independence between stochastic processes
• On consistent testing for serial correlation in seasonal time series models
• Measuring asymmetry and testing symmetry
• Semiparametric methods in nonlinear time series analysis: a selective review
• Measuring independence of datasets

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