A test of statistical independence under uncertainty

This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables.

Year of publication:	2010
Authors:	Alghalith, Moawia
Published in:	International Journal of Computational Economics and Econometrics. - Inderscience Enterprises Ltd, ISSN 1757-1170. - Vol. 1.2010, 3/4, p. 343-345
Publisher:	Inderscience Enterprises Ltd
Subject:	hypothesis test \| hedging \| output uncertainty \| price uncertainty \| statistical independence

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010669415