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An Independence Test Based on Recurrence Rates

math.ST · 2019-08-09 · conditional · novelty 6.0

The authors propose a Cramér-von Mises type test of independence built on the difference between joint and product recurrence rates, and prove its asymptotic behavior and consistency.

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  • An Independence Test Based on Recurrence Rates math.ST · 2019-08-09 · conditional · none · ref 2

    The authors propose a Cramér-von Mises type test of independence built on the difference between joint and product recurrence rates, and prove its asymptotic behavior and consistency.