Tests for independence of two multivariate regression equations with different design matrices
نویسندگان
چکیده
منابع مشابه
Tests for Independence in Nonparametric Regression
Consider the nonparametric regression model Y = m(X) + ε, where the function m is smooth, but unknown. We construct tests for the independence of ε and X, based on n independent copies of (X, Y ). The testing procedures are based on differences of neighboring Y ’s. We establish asymptotic results for the proposed tests statistics, investigate their finite sample properties through a simulation ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1984
ISSN: 0047-259X
DOI: 10.1016/0047-259x(84)90058-7