Testing independence by nonparametric kernel method

Statistics and Probability Letters

Volumn 34, Issue 2, 1997, Pages 201-210

  Ahmad, Ibrahim A ^a   Li, Qi ^b  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

^b UNIVERSITY OF GUELPH   (Canada)

Author keywords

Asymptotic normality; Consistent tests; Kernel estimation; Monte Carlo simulation; Testing independence

Indexed keywords

EID: 0031548096     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00183-6     Document Type: Article

References (5)

1. Ahmad, I.A. (1982), Nonparametric estimation of the location and scale parameters based on density estimation, Ann. Inst. Statist. Math. 34, 39-53.
2. Fan, Y. and Q. Li (1996), Consistent model specification tests: Omitted variables and semiparametric functional forms, Econometrica, 64, 865-890.
3. Hall, P. (1984), Central limit theorem for integrated square error of multivariate nonparametric density estimators, J. Mult. Analysis 14, 1-16.
4. Rosenblatt, M. (1975), A quadratic measure of deviation of two-dimensional density estimates and a test of independence, Ann. Statist. 3, 1-14.
5. Rosenblatt, M. and B.E. Wahlen (1992), A nonparametric measure of independence under a hypothesis of independence components, Statist. Probab. Lett. 15, 245-252.