A nonparametric measure of independence under a hypothesis of independent components

Murray Rosenblatt and Bruce E. Wahlen

Statistics & Probability Letters, 1992, vol. 15, issue 3, 245-252

Abstract: 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 previuosly made on rate of convergence of the bandwidth sequence of the density estimates used.

Keywords: Nonparametric; test; of; independence; density; function; estimate; kernel (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (4)

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