Conditional dependence learning with high-dimensional conditioning variables
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Cites work
- scientific article; zbMATH DE number 1493045 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 7370587 (Why is no real title available?)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A consistent characteristic function-based test for conditional independence
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Brownian distance covariance
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Conditional Distance Correlation
- Conditional Independence Testing in Hilbert Spaces with Applications to Functional Data Analysis
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Measuring and testing dependence by correlation of distances
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
- On Conditional and Partial Correlation
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- RCV-based error density estimation in the ultrahigh dimensional additive model
- Sparse inverse covariance estimation with the graphical lasso
- Stable correlation and robust feature screening
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Test for conditional independence with application to conditional screening
- Testing conditional independence using maximal nonlinear conditional correlation
- Testing conditional independence via empirical likelihood
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- The projected covariance measure for assumption-lean variable significance testing
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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