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Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables
Jing, P; Zhu, LX
1996
Source PublicationCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN0361-0926
Volume25Issue:9Pages:2127-2139
AbstractTesting the joint independence of variables has long been an interesting issue in statistical inferences. Blam, Kiefer and Rosenblatt (1961) suggested a test based on a sample distribution function. To overcome the sparseness of data points in high-dimensional space and deal with general cases, we in this paper suggest several extended versions of B-K-R tests via projection pursuit. Bootstrap method is applied to determine the critical values and for computational reason, an approximation derived by Number-theoretic method, for the bootstrap statistics is suggested. Several simulation experiments are performed and a real-life example is investigated.
Keywordbootstrap method Number-theoretic method projection pursuit type statistic test of independence
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:A1996UZ80100014
PublisherMARCEL DEKKER INC
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28770
Collection中国科学院数学与系统科学研究院
Affiliation1.CHIBA UNIV,GRAD SCH SCI & TECHNOL,CHIBA 263,JAPAN
2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
GB/T 7714
Jing, P,Zhu, LX. Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,1996,25(9):2127-2139.
APA Jing, P,&Zhu, LX.(1996).Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,25(9),2127-2139.
MLA Jing, P,et al."Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 25.9(1996):2127-2139.
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