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a simple nonparamatric test for independence

Posted: Mon Jul 07, 2014 2:03 pm
by metrix
hi for all,
I think that would be very useful to make a simple nonparamatric test for independence like 'Mizrach test', it has several distinct advantages, it is computationally simple. the BDS test simply tell you that the data are not independent, but it does not suggest any particular alternative.
see the reference full.
nice day for all.