Local influence detection of conditional mean dependence

DOI10.1007/S40304-023-00365-3MaRDI QIDQ6898845zbMATH OpenFDO

Authors Ting-Yu Lai, Zhongzhan Zhang

Publication date 17 November 2025

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S40304-023-00365-3

zbMATH Keywords

conditional mean independencelocal influencemartingale difference divergencenonlinear dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Cites work

• A kernel-based measure for conditional mean dependence
• Ball Covariance: A Generic Measure of Dependence in Banach Space
• Conditional mean and quantile dependence testing in high dimension
• Distance covariance in metric spaces
• Functional limit theorems for U-processes
• Limit theorems for \(U\)-processes
• Martingale difference correlation and its use in high-dimensional variable screening
• Measuring and testing dependence by correlation of distances
• Model-free forward screening via cumulative divergence
• Partial martingale difference correlation
• Shape Manifolds, Procrustean Metrics, and Complex Projective Spaces
• Testing conditional mean independence for functional data
• Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
• Weak convergence and empirical processes. With applications to statistics

Cited in

(1)

• Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence

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