A note on a specification test of independence.

DOI10.1007/S001840000031zbMATH Open1093.62532OpenAlexW2084071886MaRDI QIDQ5953787FDOQ5953787

Authors: Holger Dette, Natalie Neumeyer 

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840000031

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cited In (4)

• Some comments on specification tests in nonparametric absolutely regular processes
• A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
• Testing independence in nonparametric regression
• Strongly consistent nonparametric tests of conditional independence

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