论文标题
基于内核的条件平均依赖度估计量的渐近正态性
Asymptotic normality of an estimator of kernel-based conditional mean dependence measure
论文作者
论文摘要
我们提出了一个基于基于常规经验估计量的天真估计器获得的基于内核的条件均值依赖度度量的估计器。然后，在条件平均独立性假设和替代假设下，我们都会获得该估计量的渐近正态性。然后引入了重价为希尔伯特空间的随机变量的有条件平均独立性的新测试。
We propose an estimator of the kernel-based conditional mean dependence measure obtained from an appropriate modification of a naive estimator based on usual empirical estimators. We then get asymptotic normality of this estimator both under conditional mean independence hypothesis and under the alternative hypothesis. A new test for conditional mean independence of random variables valued into Hilbert spaces is then introduced.
