Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables

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	Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables
	Jing, P ; Zhu, LX
	1996
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	25 期号:9 页码:2127-2139
摘要	Testing 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.
关键词	bootstrap method Number-theoretic method projection pursuit type statistic test of independence
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1996UZ80100014
出版者	MARCEL DEKKER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28770
专题	中国科学院数学与系统科学研究院
作者单位	1.CHIBA UNIV,GRAD SCH SCI & TECHNOL,CHIBA 263,JAPAN 2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 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.