A projection-based nonparametric test of conditional quantile independence
Milan Nedeljkovic
| Year of publication: |
2020
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|---|---|
| Authors: | Nedeljkovic, Milan |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 1, p. 1-26
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| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1690192 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181535