Nonparametric bootstrap tests of conditional independence in two-way contingency tables

DOI10.1016/j.jmva.2012.05.015zbMath1273.62130OpenAlexW2014056762MaRDI QIDQ450866

Francis K. C. Hui, Gery Geenens

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.015

zbMATH Keywords

likelihood ratioNadaraya-Watson estimatorconditional probabilitiesbinary regressionPearson's chi-squared

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Contingency tables (62H17)

Related Items (2)

A nonparametric measure of local association for two-way contingency tables ⋮ A pooled Bayes test of independence for sparse contingency tables from small areas

Uses Software

• KernSmooth
• bootlib

Cites Work

• A permutation test for umbrella alternatives
• A bi-aspect nonparametric test for the two-sample location problem
• A bi-aspect nonparametric test for the multi-sample location problem
• Multi-aspect permutation tests in shape analysis with small sample size
• On bootstrap confidence intervals in nonparametric regression
• Nonparametric bootstrap confidence intervals for discrete regression functions
• A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
• Nonparametric tests for conditional independence in two-way contingency tables
• Bootstrap simultaneous error bars for nonparametric regression
• An Effective Bandwidth Selector for Local Least Squares Regression
• The bootstrap and Edgeworth expansion
• Handbook of econometrics. Vol. 5
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