Testing for Pairwise Serial Independence Via the Empirical Distribution Function

DOI10.1111/1467-9868.00134MaRDI QIDQ4214246zbMATH OpenOpenAlexFDO

Authors Yongmiao Hong

Publication date 22 April 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00134

zbMATH Keywords

asymptotic normalityempirical distribution functioninvarianceweightingserial independenceCramer-von Mises statistics

Mathematics Subject Classification ID

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

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• A-dependence statistics for mutual and serial independence of categorical variables
• Tests of serial independence based on Kendall's process
• An Updated Literature Review of Distance Correlation and Its Applications to Time Series
• Tests of independence and randomness based on the empirical copula process
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
• Testing independence with high-dimensional correlated samples
• Fourier methods for testing multivariate independence
• Revised BDS test
• A nonparametric test of serial independence for time series and residuals
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors
• On testing for independence between the innovations of several time series
• Testing unconditional and conditional independence via mutual information
• Testing serial independence via density-based measures of divergence
• Diagnostic checking for the adequacy of nonlinear time series models
• A unified approach to validating univariate and multivariate conditional distribution models in time series
• Test for serial correlation in panel data models with interactive fixed effects
• Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
• A test for independence of two stationary infinite order autoregressive processes

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