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Independence Test For Sparse Data
(Amer Inst PhysicsMelville, 2016)
Independence tests for continuous random variables based on the longest increasing subsequence
(Elsevier IncSan DiegoEUA, 2014)
Testing for jump spillovers without testing for jumps
(2017)
This paper develops statistical tools for testing conditional independence among the jump components of the daily quadratic variation, which we estimate using intraday data. To avoid sequential bias distortion, we do not ...
Data-driven representations for testing independence: modeling, analysis and connection with mutual information estimation
(IEEE-Inst Electrical Electronics Engineers, 2022)
This work addresses testing the independence of two
continuous and finite-dimensional random variables from the design of a data-driven partition. The empirical log-likelihood statistic is adopted to approximate the ...
Elliptical structural models
(MARCEL DEKKER INC, 1996)
In this paper we consider structural measurement error models within the elliptical family of distributions. We consider dependent and independent elliptical models, each of which requires special treatment methodology. ...
Testing for jump spillovers without testing for jumps
(2017-09-30)
This paper develops statistical tools for testing conditional independence among the jump components of the daily quadratic variation, which we estimate using intraday data. To avoid sequential bias distortion, we do not ...