caa a22 4500 475793242 CHVBK 20180406123716.0 cr unu---uuuuu 170329e20000801xx s 000 0 eng 10.1007/s001840000031 doi (NATIONALLICENCE)springer-10.1007/s001840000031 A note on a specification test of independence [Elektronische Daten] [Holger Dette, Natalie Neumeyer] Abstract.: In a recent paper Zheng (1997a) proposed a new specification test of independence between two random vectors by the kernel method. He showed asymptotic normality under the hypothesis and local alternatives. The present work investigates the asymptotic distribution of the corresponding test statistic under fixed alternatives. In this case asymptotic normality of a standardized statistic is still valid but with a different rate of convergence. Springer-Verlag Berlin Heidelberg, 2000 Key words: Test of independence, consistency, fixed alternatives, U-statistics nationallicence Dette Holger Ruhr-Universität Bochum, Institut und Fakultät für Mathematik, 44780 Bochum, Germany (e-mail: holger.dette@ruhr-uni-bochum.de), DE aut Neumeyer Natalie Ruhr-Universität Bochum, Institut und Fakultät für Mathematik, 44780 Bochum, Germany (e-mail: holger.dette@ruhr-uni-bochum.de), DE aut https://doi.org/10.1007/s001840000031 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s001840000031 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Dette Holger Ruhr-Universität Bochum, Institut und Fakultät für Mathematik, 44780 Bochum, Germany (e-mail: holger.dette@ruhr-uni-bochum.de), DE aut NATIONALLICENCE 700 1- Neumeyer Natalie Ruhr-Universität Bochum, Institut und Fakultät für Mathematik, 44780 Bochum, Germany (e-mail: holger.dette@ruhr-uni-bochum.de), DE aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer