A consistent characteristic function-based test for conditional independence
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nonparametric regression\(U\)-statisticsconditional independenceconditional characteristic functionGranger noncausality
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)
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Cited in
(64)- On the characteristic function for asymmetric exponential power distributions
- Testing for the Markov property in time series
- A flexible nonparametric test for conditional independence
- A post-screening diagnostic study for ultrahigh dimensional data
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- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
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