A test for independence based on the correlation dimension

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A Kernel Independence Test for Random Processes (2014, methodology): “…dependency testing includes simple approaches based on rank statistics e.g. Spearman’s correlation or Kendall’s tau, correlation integrals e.g. (Broock et al., 1996); criteria based on integrated squared distance between densities e.g (Rosenblatt & Wahlen, 1992); KL-divergence based criteria…”
Carbon trading thickness and market efficiency (2010, unknown): “[3] Brock, W.”
The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, methodology): “…mechanism of a given time series.8 The battery of nonlinearity tests included in the toolkit are the Engle LM test (Engle, 1982), Hinich bispectrum test (Hinich, 1982), McLeod and Li’s (1983) test, Tsay’s (1986) test, Hinich bicorrelation test (Hinich, 1996) and the BDS test (Brock et al., 1996).”
A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate (2001, unknown): “Hsieh (1991) and Scheinkman and LeBaron (1989), for example, have shown very strong evidence of nonlinearity in stock returns using an application of the BDS (see Brock et al, 1996) test.”