Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/326549
Type: Artigo
Title: Independence Test For Sparse Data
Independente test for sparse data
Author: García, Jesús E.González-López, V. A.
Abstract: In this paper a new non-parametric independence test is presented. Garcia and Gonzalez-Lopez (2014) [1] introduced the LIS test for the hypothesis of independence between two continuous random variables, the test proposed in this work is a generalization of the LIS test. The new test does not require the assumption of continuity for the random variables, it test is applied to two datasets and also compared with the Pearsons Chi-squared test.
In this paper a new non-parametric independence test is presented. Garcia and Gonzalez-Lopez (2014) [1] introduced the LIS test for the hypothesis of independence between two continuous random variables, the test proposed in this work is a generalization of the LIS test. The new test does not require the assumption of continuity for the random variables, it test is applied to two datasets and also compared with the Pearsons Chi-squared test.
Subject: Multivariate Analysis
Independence Test
Non-parametric Statistic
Longest Non-decreasing Subsequence
Bootstrap
Estatística não paramétricaCópulas (Estatística matemática)Bootstrap (Estatística)Análise multivariada
Country: Estados Unidos
Editor: AIP Publishing
Citation: Proceedings Of The International Conference On Numerical Analysis And Applied Mathematics 2015 (icnaam-2015). Amer Inst Physics, v. 1738, p. , 2016.
Rights: fechado
Identifier DOI: 10.1063/1.4951925
Address: https://aip.scitation.org/doi/10.1063/1.4951925
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File SizeFormat 
000380803300169.pdf248.31 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.