MDCcure

Authors Blanca Monroy-castillo Developer, Amalia Jácome, Ricardo Cao, Ingrid Van Keilegom, Ursula Müller

Last update 23 July 2025

Copyright license GNU General Public License, version 3.0

Description

Computes martingale difference correlation (MDC), martingale difference divergence, and their partial extensions to assess conditional mean dependence. The methods are based on Shao and Zhang (2014) <doi:10.1080/01621459.2014.887012>. Additionally, introduces a novel hypothesis test for evaluating covariate effects on the cure rate in mixture cure models, using MDC-based statistics. The methodology is described in Monroy-Castillo et al. (2025, manuscript submitted).

Cites work

Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

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