政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/67383
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109953/140892 (78%)
Visitors : 46223575      Online Users : 709
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/67383


    Title: A conditional independence test for dependent data based on maximal conditional correlation
    Authors: 黃子銘
    Cheng, Yu-Hsiang;Huang, Tzee-Ming
    Contributors: 統計系
    Keywords: Conditional independence test;αα-mixing;Maximal conditional nonlinear correlation
    Date: 2012.05
    Issue Date: 2014-07-08 17:21:12 (UTC+8)
    Abstract: In Huang (2010) [8], a test of conditional independence based on maximal nonlinear conditional correlation is proposed and the asymptotic distribution for the test statistic under conditional independence is established for IID data. In this paper, we derive the asymptotic distribution for the test statistic under conditional independence for αα-mixing data. The results of simulation show that the test performs reasonably well for dependent data. We also apply the test to stock index data to test Granger noncausality between returns and trading volume.
    Relation: Journal of Multivariate Analysis, 107, 210-226
    Data Type: article
    DOI link: http://dx.doi.org/http://dx.doi.org/10.1016/j.jmva.2012.01.017
    DOI: 10.1016/j.jmva.2012.01.017
    Appears in Collections:[Department of Statistics] Periodical Articles

    Files in This Item:

    File SizeFormat
    210-216.pdf326KbAdobe PDF2812View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    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 ©   - Feedback