A NONPARAMETRIC MEASURE OF INDEPENDENCE UNDER A HYPOTHESIS OF INDEPENDENT COMPONENTS

被引：17

作者：

ROSENBLATT, M

WAHLEN, BE

机构：

[1] UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92093

[2] USN,COMMAND,CTR CONTROL & OCEAN SURVEILLANCE,DIV RDT&E,SAN DIEGO,CA 92132

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 03期

关键词：

NONPARAMETRIC; TEST OF INDEPENDENCE; DENSITY FUNCTION ESTIMATE; KERNEL;

D O I：

10.1016/0167-7152(92)90197-D

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Asymptotic normality is derived for a nonparametric measure of independence of the components of random two-vectors. This result is obtained without the restrictive assumptions previously made on the rate of convergence of the bandwidth sequence of the density estimates used.

引用

页码：245 / 252

页数：8

共 8 条

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