A Projective Approach to Conditional Independence Test for Dependent Processes
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Cites work
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A consistent characteristic function-based test for conditional independence
- A constructive approach to the estimation of dimension reduction directions
- A flexible nonparametric test for conditional independence
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- A review on dimension reduction
- A semiparametric approach to dimension reduction
- A validated information criterion to determine the structural dimension in dimension reduction models
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Comment
- Conditional Distance Correlation
- Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Dependent wild bootstrap for the empirical process
- Endogeneity in high dimensions
- Extending Sliced Inverse Regression
- Inference and missing data
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Nonparametric methods for inference in the presence of instrumental variables
- On Sliced Inverse Regression With High-Dimensional Covariates
- On U-statistics and v. mise? statistics for weakly dependent processes
- On kernel method for sliced average variance estimation
- Root-n-consistent estimation of partially linear time series models
- Semiparametric Regression Analysis With Missing Response at Random
- Significance testing in nonparametric regression based on the bootstrap.
- Sliced Inverse Regression for Dimension Reduction
- Sufficient dimension reduction: methods and applications with R
- Testing conditional independence using maximal nonlinear conditional correlation
- Testing conditional independence via Rosenblatt transforms
- Testing conditional independence via empirical likelihood
- Testing for the Markov property in time series
- The central role of the propensity score in observational studies for causal effects
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
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