Chapter 14. A Test for Independence Based on the Correlation Dimension
| Year of publication: |
2001
|
|---|---|
| Authors: | Brock, W.A. ; Dechert, W.D. ; Scheinkman, J.A. ; LeBaron, B. |
| Published in: |
Growth theory, nonlinear dynamics and economic modelling : scientific essays of William Allen Brock. - Cheltenham, UK : Edward Elgar Publishing, ISBN 978-1-78254-304-6. - 2001, p. 324-362
|
| Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Methodenlehre | Statistical theory | Korrelation | Correlation |
-
A test for independence based on the correlation dimension
Brock, William A., (1995)
-
Topological Features of Multivariate Distributions : Dependency on the Covariance Matrix
Leaverton, Lloyd, (2021)
-
The Measurement of Economic Relationships
Tryfos, Peter, (2004)
- More ...
-
A Test for Independence Based on the Correlation Dimension
Brock, W.A., (1996)
-
A Test for Independence Based on the Correlation Dimension.
Brock, W.A., (1995)
-
Dechert, W.D., (2003)
- More ...