Testing independence by nonparametric kernel method

DOI10.1016/S0167-7152(96)00183-6MaRDI QIDQ1380650zbMATH OpenOpenAlexFDO

Authors I. A. Ahmad, Qi Li

Publication date 8 March 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00183-6

zbMATH Keywords

asymptotic normalityconsistent testkernel estimationMonte Carlo simulationtesting independence

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A nonparametric measure of independence under a hypothesis of independent components
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Nonparametric estimation of the location and scale parameters based on density estimation

Cited in

(19)

• Testing independence in nonparametric regression
• Multisample tests for scale based on kernel density estimation
• Large-scale kernel methods for independence testing
• Adaptive test of independence based on HSIC measures
• A nonparametric test for equality of distributions with mixed categorical and continuous data
• Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
• scientific article; zbMATH DE number 3949501 (Why is no real title available?)
• A consistent specification test of independence
• Testing normality using kernel methods
• A Dependence Metric for Possibly Nonlinear Processes
• Testing serial independence via density-based measures of divergence
• Testing new better than used classes of life distributions derived from a convex ordering using kernel methods^*
• Testing independence between exogenous variables and unobserved errors
• A Semiparametric Kernel Independence Test With Application to Mutational Signatures
• A note on a specification test of independence.
• A test of independence based on a generalized correlation function
• A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
• Testing independence in high dimensions
• A smoothed bootstrap test for independence based on mutual information

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