There is a test based on nonparametric density estimates. You can estimate joint and marginal densities by nonparametric methods and then test if f(x,y)=f(x)f(y). You can find some details and references in Pagan & Ullah "Nonparametric Econometrics".
On Wed, 20 Feb 2002, Chia C Chong wrote: > > "Vadim and Oxana Marmer" <[EMAIL PROTECTED]> wrote in message > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > You can start with checking if they are correlated. It's simpler to do. If > > you find that they are correlated then you have the answer to your > > question. > > If you find that they are uncorrelated and you have a reason to believe > > that they may be not independent anyway then you can look for more > > advanced tests. > > Can you give some examples of more advanced tests that can be used to test > the depedency of data when there these data are uncorrelated?? > > Thanks.. > ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
