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)

Recommendations

• Testing conditional mean independence for functional data
• Conditional Distance Correlation
• Conditional mean and quantile dependence testing in high dimension
• Kernel methods for independence measurement with coefficient constraints

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
• Conditional mean and quantile dependence testing in high dimension
• Dimension reduction for conditional mean in regression
• 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

(11)

• Quantile feature screening for infinite dimensional data under FDR control
• Asymptotic normality for kernel-based test of conditional mean independence in Hilbert space
• Deep nonlinear sufficient dimension reduction
• Variation of conditional mean and its application in ultrahigh dimensional feature screening
• High-dimensional variable screening through kernel-based conditional mean dependence
• Kernel-based marginal testing for covariate effects in high-dimensional settings
• Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence
• Asymptotic distributions of degenerated U-statistics
• Conditional mean embedding and optimal feature selection via positive definite kernels
• Testing the significance of covariates in nonparametric regression without the curse of dimensionality
• Local influence detection of conditional mean dependence

This page was built for publication: A kernel-based measure for conditional mean dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242014)