A conditional independence test for dependent data based on maximal conditional correlation

DOI10.1016/J.JMVA.2012.01.017zbMath1236.62038OpenAlexW2019124597MaRDI QIDQ413769

Yu-Hsiang Cheng, Tzee-Ming Huang

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.017

zbMATH Keywords

\(\alpha\)-mixing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

Testing conditional independence via integrating-up transform ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ The Locally Gaussian Partial Correlation

Cites Work

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• The local bootstrap for kernel estimators under general dependence conditions
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• Some Limit Theorems for Random Functions. I
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• A Note on Noncausality
• Noncausality in Continuous Time
• Model-Free Variable Selection

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