The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
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Publication:118262
Publication:118262
DOI10.48550/arXiv.1804.07203zbMath1451.62081arXiv1804.07203MaRDI QIDQ118262
Rajen D. Shah, Jonas Peters, Rajen D. Shah, Jonas Peters
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
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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