Testing independence by nonparametric kernel method Academic Article

abstract

• Using nonparametric kernel estimation method, we propose a consistent test for independence of two random vectors based on the L2 norm of difference between the joint density and the product of their marginals. A Monte Carlo study is carried out to examine the finite sample performance of the proposed test.

authors

• Li, Qi

published proceedings

• Statistics & Probability Letters

author list (cited authors)

• Ahmad, I. A., & Li, Q. i.

citation count

• 20

complete list of authors

• Ahmad, Ibrahim A||Li, Qi

publication date

• January 1997

publisher

• Elsevier  Publisher

published in

• Statistics and Probability Letters  Journal

Digital Object Identifier (DOI)

• 10.1016/s0167-7152(96)00183-6

start page

• 201

end page

• 210

volume

• 34

issue

• 2

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2Fs0167-7152%2896%2900183-6