The Hardness of Conditional Independence Testing and the Generalised Covariance Measure

DOI10.48550/arXiv.1804.07203zbMath1451.62081arXiv1804.07203MaRDI QIDQ118262

Rajen D. Shah, Jonas Peters, Jonas Peters, Rajen D. Shah

Publication date: 19 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07203

zbMATH Keywords

hypothesis testing; testability; conditional independence; wild bootstrap; kernel ridge regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62J07: Ridge regression; shrinkage estimators (Lasso)

62H15: Hypothesis testing in multivariate analysis

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