Testing Serial Independence via Density-Based Measures of Divergence
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-013-9320-4.pdf
Reference51 articles.
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3. Azzalini A, Capitanio A (2003) Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. J R Stat Soc, Ser B Stat Methodol 65(2):367–389
4. Bagnato L, Punzo A (2010) On the use of χ 2-test to check serial independence. Statistica & Applicazioni VIII(1):57–74
5. Bagnato L, Punzo A (2012) Checking serial independence of residuals from a nonlinear model. In: Okada A, Imaizumi T, Bock H-H, Gaul W (eds) Challenges at the interface of data analysis, computer science, and optimization. Studies in classification, data analysis and knowledge organization. Springer, Berlin, pp 203–211
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