ghcm (Q114571)
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Functional Conditional Independence Testing with the GHCM
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ghcm |
Functional Conditional Independence Testing with the GHCM |
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2 November 2023
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A statistical hypothesis test for conditional independence. Given residuals from a sufficiently powerful regression, it tests whether the covariance of the residuals is vanishing. It can be applied to both discretely-observed functional data and multivariate data. Details of the method can be found in Anton Rask Lundborg, Rajen D. Shah and Jonas Peters (2022) <doi:10.1111/rssb.12544>.
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Rajen D. Shah
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Jonas Peters
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