Consistent tests for semiparametric conditional independence

DOI10.1016/J.SPL.2024.110253MaRDI QIDQ6650745zbMATH OpenFDO

Authors Shengtao Dai, Xiaojun Song

Publication date 9 December 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110253

zbMATH Keywords

conditional independenceconsistent testsempirical processintegrated conditional momentmultiplier bootstrap

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Applications of statistics (62Pxx)

Cites work

• A Conditional Kolmogorov Test
• A consistent characteristic function-based test for conditional independence
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• A consistent test of conditional parametric distributions
• A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models
• Bootstrap and wild bootstrap for high dimensional linear models
• Characteristic function based testing for conditional independence: a nonparametric regression approach
• Consistent model specification tests
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Tests for Stochastic Dominance
• Estimation and inference for distribution functions and quantile functions in treatment effect models
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Goodness-of-fit tests for conditional models under censoring and truncation
• scientific article; zbMATH DE number 3635280 (Why is no real title available?)
• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• Improving the power of tests of stochastic dominance
• INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
• Introduction to empirical processes and semiparametric inference
• Significance testing in nonparametric regression based on the bootstrap.
• Specification tests for partially identified models defined by moment inequalities
• Specification tests for the propensity score
• Testing Conditional Independence Restrictions
• Testing conditional independence using maximal nonlinear conditional correlation
• Testing conditional independence via empirical likelihood
• Testing conditional independence via Rosenblatt transforms
• Testing for Granger-causality in quantiles
• Testing parametric conditional distributions using the nonparametric smoothing method
• Testing strict stationarity with applications to macroeconomic time series
• Weak convergence and empirical processes. With applications to statistics

Cited in

(1)

• Neyman-orthogonal goodness-of-fit tests for distributions

This page was built for publication: Consistent tests for semiparametric conditional independence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6650745)