Testing conditional independence via Rosenblatt transforms

DOI10.1214/09-AOS704zbMath1191.62090arXiv0911.3787OpenAlexW3124712229MaRDI QIDQ1043721

Kyungchul Song

Publication date: 9 December 2009

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

Full work available at URL: https://arxiv.org/abs/0911.3787

zbMATH Keywords

conditional independencewild bootstrapdistribution-free testsRosenblatt transforms

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (27)

Nonparametric estimation of pair-copula constructions with the empirical pair-copula ⋮ Testing semiparametric conditional moment restrictions using conditional martingale transforms ⋮ Unnamed Item ⋮ Testing Conditional Independence Restrictions ⋮ CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH ⋮ Nonparametric tests for conditional independence using conditional distributions ⋮ A martingale-difference-divergence-based test for specification ⋮ Testing conditional independence via integrating-up transform ⋮ Partial and average copulas and association measures ⋮ Unnamed Item ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Test of conditional independence in factor models via Hilbert-Schmidt independence criterion ⋮ Strongly consistent nonparametric tests of conditional independence ⋮ On Azadkia-Chatterjee's conditional dependence coefficient ⋮ A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Testing conditional independence via empirical likelihood ⋮ Model free estimation of graphical model using gene expression data ⋮ Testing conditional independence with data missing at random ⋮ Testing functional inequalities ⋮ Testing single-index restrictions with a focus on average derivatives ⋮ A simple measure of conditional dependence ⋮ Semiparametric models with single-index nuisance parameters ⋮ Dependence structure estimation using copula recursive trees ⋮ Minimax optimal conditional independence testing ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence ⋮ Local permutation tests for conditional independence

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