Testing Dependence Among Serially Correlated Multicategory Variables
نویسندگان
چکیده
منابع مشابه
Testing Dependence Among Serially Correlated Multicategory Variables
The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Standard tests assume, however, that draws are independent and only limited results exist on the e¤ect of serial dependency a problem that is important in areas such as economics, nance, medical trials and meteorology. This paper proposes new tests of independence based on canonical c...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2009
ISSN: 0162-1459,1537-274X
DOI: 10.1198/jasa.2009.0113