政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/59282
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 109952/140887 (78%)
造访人次 : 46341174      在线人数 : 748
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻
    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/59282


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/59282


    题名: 相依資料的條件獨立檢定
    A conditional independence test for dependent data
    作者: 鄭宇翔
    Cheng, Yu Hsiang
    贡献者: 黃子銘
    Huang, Tzee Ming
    鄭宇翔
    Cheng, Yu Hsiang
    关键词: 條件獨立檢定
    日期: 2012
    上传时间: 2013-09-02 15:35:46 (UTC+8)
    摘要: 在一個考慮多個變數的問題中，變數間是否為條件獨立常是人們關心的議題。Huang[10]曾提出一個適用於IID資料的條件獨立檢定方法，此論文將說明此統計量亦適用於alpha-mixing資料的條件獨立檢定問題。另外本論文亦將考慮當條件變數為離散時的條件獨立檢定。本文證實藉由適當修正Huang的檢定統計量，則可解決上述資料型態的條件獨立檢定問題，另外文中亦會提供此修正統計量在條件獨立下的收斂性質。最後我們將利用模擬研究及實際資料分析來說明上述方法的表現。
    參考文獻: [1] Patrick Billingsley. Probability and Measure. John Wiley & Sons, New York, 1995.

    [2] Taou.k Bouezmarni, Jeroen V. K. Rombouts, and Abderrahim Taamouti. A nonparametric copula based test for conditional independence with applications to Granger causality. Working papers, Departamento de Economia Universidad Carlos III de Madrid, 2009.

    [3] Yu-Hsiang Cheng and Tzee-Ming Huang. A conditional independence test for dependent data based on maximal conditional correlation. Journal of Multivariate Analysis, 107:210–226, 2012.

    [4] Jacques Dauxois and Guy Martial Nkiet. Nonlinear canonical analysis and independence tests. The Annals of Statistics, 26(4):1254–1278, 1998.

    [5] David L. Banks (ed.), Campbell B. Read (ed.), and Samuel Kotz (ed.). Encyclopedia of Statistical Sciences (9 Vols. Plus Supplement), Volume S. John Wiley & Sons, 1989.

    [6] Stephen E. Fienberg. The Analysis of Cross-classified Categorical Data. MIT Press, 1980.

    [7] J. P. Florens and Denis Fougere. Noncausality in continuous time. Econometrica, 64(5):1195–1212, 1996.

    [8] J. P. Florens and M. Mouchart. A note on noncausality. Econometrica, 50(3):583–591, 1982.

    [9] Harold Hotelling. Relations between two sets of variates. Biometrika, 28:321– 377, 1936.

    [10] Tzee-Ming Huang. Testing conditional independence using maximal nonlinear conditional correlation. The Annals of Statistics, 38(4):2047–2091, 2010.

    [11] Anant M. Kshirsagar. Multivariate Analysis. Marcel Dekker, Inc., New York, 1972.

    [12] Lexin Li, R. Dennis Cook, and Christopher J. Nachtsheim. Model-free variable selection. Journal of the Royal Statistical Society, Series B: Statistical Methodology, 67(2):285–299, 2005.

    [13] Oliver Bruce Linton and Pedro Gozalo. Conditional independence restrictions: Testing and estimation. Cowles Foundation Discussion Papers 1140, Cowles Foundation, Yale University, 1996.

    [14] Roger B. Nelsen. An Introduction to Copulas. Springer, New York, 2006.

    [15] Efstathios Paparoditis and Dimitris N. Politis. The local bootstrap for kernel estimators under general dependence conditions. Annals of the Institute of Statistical Mathematics, 52(1):139–159, 2000.

    [16] Karl Pearson. On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling. Philosophical
    Magazine Series 5, 50(302):157–175, 1900.

    [17] Larry L. Schumaker. Spline Functions: Basic Theory. Wiley-Interscience, New York, 1981.

    [18] Liangjun Su and Halbert White. A consistent characteristic function-based test for conditional
    independence. Journal of Econometrics, 141:807-834, 2007.

    [19] Liangjun Su and Halbert White. A nonparametric Hellinger metric test for conditional independence.
    Econometric Theory, 24(4):829–864, 2008.

    [20] S. S. Wilks. Certain generalizations in the analysis of variance. Biometrika, 24:471–494, 1932.
    描述: 博士
    國立政治大學
    統計研究所
    96354501
    101
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0096354501
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    450101.pdf968KbAdobe PDF2145检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈