Testing independence by nonparametric kernel method Academic Article uri icon


  • 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.

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