Pages that link to "Item:Q3632403"

The following pages link to A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403):

Displaying 46 items.

• Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
• A simple measure of conditional dependence (Q128731) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
• Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
• Constraint-based learning for non-parametric continuous Bayesian networks (Q825001) (← links)
• On a nonparametric notion of residual and its applications (Q899668) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• Testing conditional independence using maximal nonlinear conditional correlation (Q987998) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
• A martingale-difference-divergence-based test for specification (Q1673555) (← links)
• Rationalization and identification of binary games with correlated types (Q1676373) (← links)
• Testing conditional independence with data missing at random (Q1989863) (← links)
• Minimax optimal conditional independence testing (Q2054483) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Local permutation tests for conditional independence (Q2112818) (← links)
• Test for conditional independence with application to conditional screening (Q2293386) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Conditional Association (Q2919424) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← 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)
• Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities (Q3594911) (← links)
• CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
• Testing conditional independence via integrating-up transform (Q4579981) (← links)
• Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions (Q4690961) (← links)
• (Q4969096) (← links)
• Testing Conditional Independence Restrictions (Q5080459) (← links)
• NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
• Expected Conditional Characteristic Function-based Measures for Testing Independence (Q5130638) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
• Testing independence between exogenous variables and unobserved errors (Q5867567) (← links)
• The Hellinger Correlation (Q5885090) (← links)
• A post-screening diagnostic study for ultrahigh dimensional data (Q6150515) (← 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)