A consistent characteristic function-based test for conditional independence
From MaRDI portal
\(U\)-statisticsconditional characteristic functionconditional independenceGranger noncausalitynonparametric regression
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Recommendations
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Testing Conditional Independence Restrictions
- A conditional independence test for dependent data based on maximal conditional correlation
- Strongly consistent nonparametric tests of conditional independence
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Cites work
- A Consistent Conditional Moment Test of Functional Form
- A consistent nonparametric test for serial independence
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
- Comparing nonparametric versus parametric regression fits
- Consistent model specification tests
- Consistent model specification tests for time series econometric models
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- scientific article; zbMATH DE number 410126 (Why is no real title available?)
- scientific article; zbMATH DE number 1044059 (Why is no real title available?)
- scientific article; zbMATH DE number 4197147 (Why is no real title available?)
- Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Linearity testing using local polynomial approximation
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- Nonparametric lag selection for time series models
- NONPARAMETRIC SIGNIFICANCE TESTING
- Root-n-consistent estimation of partially linear time series models
- Root-N-Consistent Semiparametric Regression
- Significance testing in nonparametric regression based on the bootstrap.
- The local bootstrap for kernel estimators under general dependence conditions
Cited in
(69)- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- A simple measure of conditional dependence
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- A martingale-difference-divergence-based test for specification
- Rationalization and identification of binary games with correlated types
- Testing for serial independence in vector autoregressive models
- Testing conditional independence with data missing at random
- A model-free consistent test for structural change in regression possibly with endogeneity
- Minimax optimal conditional independence testing
- Statistical dependence: beyond Pearson's
- Monitoring procedures for strict stationarity based on the multivariate characteristic function
- Conditional independence testing via weighted partial copulas
- Testing distributional assumptions using a continuum of moments
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Test for conditional independence with application to conditional screening
- On the characteristic function for asymmetric Student \(t\) distributions
- Testing conditional independence via empirical likelihood
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space
- Conditional association
- Nonparametric tests for conditional independence using conditional distributions
- A flexible nonparametric test for conditional independence
- Granger causality and structural causality in cross-section and panel data
- Optimal plug-in estimators for multivariate distributions with conditionally independent components
- Testing for the Markov property in time series
- Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
- A conditional independence test for dependent data based on maximal conditional correlation
- Strongly consistent nonparametric tests of conditional independence
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Testing conditional independence via integrating-up transform
- Specification testing in random coefficient models
- Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
- Learning causal networks via additive faithfulness
- How to gain on power: novel conditional independence tests based on short expansion of conditional mutual information
- scientific article; zbMATH DE number 7612039 (Why is no real title available?)
- scientific article; zbMATH DE number 7626800 (Why is no real title available?)
- On the characteristic function for asymmetric exponential power distributions
- Expected conditional characteristic function-based measures for testing independence
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
- A post-screening diagnostic study for ultrahigh dimensional data
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- General tests of conditional independence based on empirical processes indexed by functions
- Test of conditional independence in factor models via Hilbert-Schmidt independence criterion
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Testing unconditional and conditional independence via mutual information
- On Azadkia-Chatterjee's conditional dependence coefficient
- Testing for strict stationarity via the discrete Fourier transform
- A mutual information criterion with applications to canonical correlation analysis and graphical models
- Testing Granger non-causality in expectiles
- Measures of conditional dependence for nonlinearity, asymmetry and beyond
- A double-robust test for high-dimensional gene coexpression networks conditioning on clinical information
- On nonparametric conditional independence tests for continuous variables
- A Projective Approach to Conditional Independence Test for Dependent Processes
- The Locally Gaussian Partial Correlation
- Robust regression for optimal individualized treatment rules
- A survey of some recent developments in measures of association
- Consistent tests for semiparametric conditional independence
- A conditional distribution function-based measure for independence and K-sample tests in multivariate data
- Doubly robust conditional independence testing with generative neural networks
- Conditional dependence learning with high-dimensional conditioning variables
- Conditional independence test in factor models via projection correlation
- SID: a novel class of nonparametric tests of independence for censored outcomes
- Association and independence test for random objects
- Generalized spectral testing for multivariate continuous-time models
- On a nonparametric notion of residual and its applications
- Testing conditional independence using maximal nonlinear conditional correlation
This page was built for publication: A consistent characteristic function-based test for conditional independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q289185)
