Testing conditional independence using maximal nonlinear conditional correlation

DOI10.1214/09-AOS770zbMath1202.62078arXiv1010.3843OpenAlexW3104145460MaRDI QIDQ987998

Tzee-Ming Huang

Publication date: 24 August 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3843

zbMATH Keywords

measure of associationconditional independence testmeasure of conditional association

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites Work

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• A consistent characteristic function-based test for conditional independence
• Measures of association for Hilbertian subspaces and some applications
• Approximation theorems for independent and weakly dependent random vectors
• The local bootstrap for kernel estimators under general dependence conditions
• Nonlinear canonical analysis and independence tests
• On the distribution of the largest eigenvalue in principal components analysis
• On measures of dependence
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Partial association measures and an application to qualitative regression

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