Tests for independence in non-parametric heteroscedastic regression models

DOI10.1016/j.jmva.2011.01.002zbMath1327.62258OpenAlexW2047641667MaRDI QIDQ632754

Zdeněk Hlávka, Simos G. Meintanis, Marie Hušková

Publication date: 25 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.002

zbMATH Keywords

bootstrapempirical characteristic functiontest of independenceKernel regression estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (14)

Unobserved heterogeneity and endogeneity in nonparametric frontier estimation ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ Rejoinder on: ``An updated review of goodness-of-fit tests for regression models ⋮ Estimating the error distribution in semiparametric transformation models ⋮ On the estimation of the characteristic function in finite populations with applications ⋮ Applications of distance correlation to time series ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ Specification testing in nonparametric AR‐ARCH models ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ Frontier estimation in nonparametric location-scale models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Tests for validity of the semiparametric heteroskedastic transformation model ⋮ Fourier-type tests of mutual independence between functional time series

Cites Work

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• Specification tests in nonparametric regression
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models
• Testing independence in nonparametric regression
• Fourier methods for testing multivariate independence
• A consistent modification of a test for independence based on the empirical characteristic function
• Bootstrap simultaneous error bars for nonparametric regression
• A multivariate empirical characteristic function test of independence with normal marginals
• Asymptotic Statistics
• A Consistent Test for Bivariate Dependence

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