Testing independence in high dimensions
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Cited by:
- Diks, C.G.H. & Panchenko, V., 2005.
"Nonparametric Tests for Serial Independence Based on Quadratic Forms,"
CeNDEF Working Papers
05-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cees Diks & Valentyn Panchenko, 2005. "Nonparametric Tests for Serial Independence Based on Quadratic Forms," Tinbergen Institute Discussion Papers 05-076/1, Tinbergen Institute.
- Székely, Gábor J. & Rizzo, Maria L., 2013. "The distance correlation t-test of independence in high dimension," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 193-213.
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Keywords
Test of independence kernel density estimator orthogonal series expansion increasing dimension nonparametric test;Statistics
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