Pages that link to "Item:Q5393900"

The following pages link to Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (Q5393900):

Displaying 29 items.

• A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• A consistent characteristic function-based test for conditional independence (Q289185) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
• Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Detecting conditional independence for modeling non-Gaussian time series (Q2131924) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• Model-free model-fitting and predictive distributions (Q2392912) (← links)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
• Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
• Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
• <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
• Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)