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Data driven smooth test of comparison for dependent sequences
- Source :
- Journal of Multivariate Analysis, Journal of Multivariate Analysis, Elsevier, 2015, 139, pp.147-165. ⟨10.1016/j.jmva.2015.02.017⟩, Journal of Multivariate Analysis, 2015, 139, pp.147-165. ⟨10.1016/j.jmva.2015.02.017⟩
- Publication Year :
- 2015
- Publisher :
- Elsevier BV, 2015.
-
Abstract
- International audience; In this paper we propose a smooth test of comparison for the marginal distributions of strictly stationary dependent bivariate sequences. We first state a general test procedure and several cases of dependence are then investigated. The test is applied to both simulated data and real datasets.
- Subjects :
- Statistics and Probability
Gaussian processes
Bivariate analysis
α-mixing
01 natural sciences
Smooth test
Data-driven
010104 statistics & probability
symbols.namesake
Strictly stationary process
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
Statistics
0101 mathematics
Gaussian process
Mathematics
62G10
62E20
62M07
62M10
62P05
Numerical Analysis
Long memory
Test procedures
θ-dependence
010102 general mathematics
State (functional analysis)
Test (assessment)
Simulated data
Schwarz’s rule
symbols
m-dependence
Statistics, Probability and Uncertainty
Marginal distribution
Algorithm
Subjects
Details
- ISSN :
- 0047259X and 10957243
- Volume :
- 139
- Database :
- OpenAIRE
- Journal :
- Journal of Multivariate Analysis
- Accession number :
- edsair.doi.dedup.....f1330b084dfac77188390576d475eefb
- Full Text :
- https://doi.org/10.1016/j.jmva.2015.02.017