Testing serial independence via density-based measures of divergence

DOI10.1007/s11009-013-9320-4zbMath1378.62057OpenAlexW2078981043MaRDI QIDQ479175

Lucio De Capitani, Antonio Punzo, Luca Bagnato

Publication date: 5 December 2014

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/23395

zbMATH Keywords

copulaspermutation testsserial independencenonparametric density estimationdivergence measuresmultiple tests

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

Testing for Serial Independence: Beyond the Portmanteau Approach ⋮ Detecting serial dependencies with the reproducibility probability autodependogram ⋮ Nonparametric dependence modeling via cluster analysis: A financial contagion application ⋮ The Berkelmans–Pries dependency function: A generic measure of dependence between random variables ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ The Kullback–Leibler autodependogram ⋮ Bivariate discrete beta kernel graduation of mortality data ⋮ Unnamed Item

Uses Software

• R

Cites Work

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