Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038): Difference between revisions

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scientific article; zbMATH DE number 7708610

Language	Label	Description	Also known as
English	Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening	scientific article; zbMATH DE number 7708610

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instance of

scholarly article

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title

Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (English)

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Computational Statistics and Data Analysis

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publication date

7 July 2023

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zbMATH Keywords

generalized martingale difference divergence

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Lévy measure

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martingale difference divergence

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MaRDI profile type

MaRDI publication profile

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cites work

Detecting independence of random vectors: generalized distance covariance and Gaussian covariance

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Lévy matters III. Lévy-type processes: construction, approximation and sample path properties

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Q5405143

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Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

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Expected Conditional Characteristic Function-based Measures for Testing Independence

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Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series

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Feature Screening via Distance Correlation Learning

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High-dimensional additive modeling

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Partial martingale difference correlation

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Equivalence of distance-based and RKHS-based statistics in hypothesis testing

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Approximation Theorems of Mathematical Statistics

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Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

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Measuring and testing dependence by correlation of distances

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Brownian distance covariance

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Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

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Conditional quantile screening in ultrahigh-dimensional heterogeneous data

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A new class of measures for testing independence

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Conditional mean and quantile dependence testing in high dimension

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Model-Free Feature Screening for Ultrahigh-Dimensional Data

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Identifiers

DOI

10.1016/j.csda.2022.107618

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Mathematics Subject Classification ID

62-08

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zbMATH DE Number

7708610

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Sitelinks

Mathematics(1 entry)

mardi Publication:6167038

@@ Property / cites work @@
+Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
+Normal rank
@@ Property / cites work @@
+Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
+Normal rank
@@ Property / cites work @@
+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
+Normal rank
@@ Property / cites work @@
+Sure Independence Screening for Ultrahigh Dimensional Feature Space
+Normal rank
@@ Property / cites work @@
+Q5405143
@@ Property / cites work: Q5405143 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
+Normal rank
@@ Property / cites work @@
+Expected Conditional Characteristic Function-based Measures for Testing Independence
+Normal rank
@@ Property / cites work @@
+Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Feature Screening via Distance Correlation Learning
+Normal rank
@@ Property / cites work @@
+High-dimensional additive modeling
@@ Property / cites work: High-dimensional additive modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Partial martingale difference correlation
@@ Property / cites work: Partial martingale difference correlation / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalence of distance-based and RKHS-based statistics in hypothesis testing
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
+Normal rank
@@ Property / cites work @@
+Measuring and testing dependence by correlation of distances
+Normal rank
@@ Property / cites work @@
+Brownian distance covariance
@@ Property / cites work: Brownian distance covariance / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
+Normal rank
@@ Property / cites work @@
+Conditional quantile screening in ultrahigh-dimensional heterogeneous data
+Normal rank
@@ Property / cites work @@
+A new class of measures for testing independence
@@ Property / cites work: A new class of measures for testing independence / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional mean and quantile dependence testing in high dimension
+Normal rank
@@ Property / cites work @@
+Model-Free Feature Screening for Ultrahigh-Dimensional Data
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6167038