A kernel-based measure for conditional mean dependence

DOI10.1016/J.CSDA.2021.107246MaRDI QIDQ2242014zbMATH OpenOpenAlexFDO

Authors Ting-Yu Lai, Yafei Wang, Zhongzhan Zhang

Publication date 9 November 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2021.107246

zbMATH Keywords

functional dataU-statisticsHilbert-Schmidt normconditional mean dependence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A martingale-difference-divergence-based test for specification
• A test of significance in functional quadratic regression
• Adaptive global testing for functional linear models
• Algorithmic Learning Theory
• Approximation Theorems of Mathematical Statistics
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• Eigenvalues of integral operators defined by smooth positive definite kernels
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Estimation for single-index models via martingale difference divergence
• From Distance Correlation to Multiscale Graph Correlation
• Functional quadratic regression
• Hilbert space embeddings and metrics on probability measures
• Kernel-based tests for joint independence
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• Martingale difference correlation and its use in high-dimensional variable screening
• Measuring and testing dependence by correlation of distances
• Partial distance correlation with methods for dissimilarities
• Partial martingale difference correlation
• Testing Statistical Hypotheses
• Testing conditional mean independence for functional data
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Deep nonlinear sufficient dimension reduction
• High-dimensional variable screening through kernel-based conditional mean dependence
• Conditional mean embedding and optimal feature selection via positive definite kernels

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