Nonparametric Copula-based test for conditional independence with applications to Granger causality
Taoufik Bouezmarni; Jeroen V. K. Rombouts; Abderrahim Taamouti
| Year of publication: |
2012
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|---|---|
| Authors: | Bouezmarni, Taoufik ; Rombouts, Jeroen V. K. ; Taamouti, Abderrahim |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 2, p. 275-287
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| Subject: | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009657333