Pages that link to "Item:Q289185"

The following pages link to A consistent characteristic function-based test for conditional independence (Q289185):

Displaying 35 items.

• A simple measure of conditional dependence (Q128731) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Testing conditional independence using maximal nonlinear conditional correlation (Q987998) (← links)
• A martingale-difference-divergence-based test for specification (Q1673555) (← links)
• Rationalization and identification of binary games with correlated types (Q1676373) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Testing conditional independence with data missing at random (Q1989863) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Minimax optimal conditional independence testing (Q2054483) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Test for conditional independence with application to conditional screening (Q2293386) (← links)
• On the characteristic function for asymmetric Student \(t\) distributions (Q2451413) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space (Q2692923) (← links)
• Conditional Association (Q2919424) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
• GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
• Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• A post-screening diagnostic study for ultrahigh dimensional data (Q6150515) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA (Q6156586) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Test of conditional independence in factor models via Hilbert-Schmidt independence criterion (Q6183689) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)
• On Azadkia-Chatterjee's conditional dependence coefficient (Q6201829) (← links)