A projection-based nonparametric test of conditional quantile independence
Year of publication: |
2020
|
---|---|
Authors: | Nedeljkovic, Milan |
Subject: | Banks | conditional independence | conditional quantiles | dimension reduction | nonparametric tests | stochastic processes | systemic risk | U-statistic | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process |
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