Name
Abstract | ||
|---|---|---|
We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of mutual information associated to phi-divergences are derived through the dual representations of phi-divergences. The asymptotic properties of the estimates are established, including consistency, asymptotic distribution and large deviations principle. The related tests of independence are compared through their relative asymptotic Bahadur efficiency and numerical simulations. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/978-3-319-25040-3_49 | GEOMETRIC SCIENCE OF INFORMATION, GSI 2015 |
DocType | Volume | ISSN |
Conference | 9389 | 0302-9743 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Amor Keziou | 1 | 31 | 5.57 |
| philippe regnault | 2 | 0 | 1.01 |