Testing independence by nonparametric ke
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Ibrahim A. Ahmad; Qi Li
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Article
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1997
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Elsevier Science
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English
β 500 KB
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 propos