Strongly consistent nonparametric tests of conditional independence

DOI10.1016/J.SPL.2012.02.023zbMath1239.62050OpenAlexW2027189931MaRDI QIDQ426704

Harro Walk, László Györfi

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.023

zbMATH Keywords

partitionsdistribution-free strong consistency

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Unnamed Item ⋮ Energy statistics: a class of statistics based on distances ⋮ On a nonparametric notion of residual and its applications ⋮ Strongly Consistent Detection for Nonparametric Hypotheses ⋮ Minimax optimal conditional independence testing ⋮ Statistical dependence: beyond Pearson's \(\rho\)

Uses Software

• IndependenceTests

Cites Work

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• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
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• Almost sure classification of densities
• A Consistent Test for Bivariate Dependence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A Non-Parametric Test of Independence
• Large deviations of divergence measures on partitions
• A note on a specification test of independence.

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