Test for conditional independence with application to conditional screening
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Cites work
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 1493045 (Why is no real title available?)
- scientific article; zbMATH DE number 205878 (Why is no real title available?)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A Permutation Approach to Testing Interactions for Binary Response by Comparing Correlations Between Classes
- A consistent characteristic function-based test for conditional independence
- Adaptive Lasso for sparse high-dimensional regression models
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Conditional Distance Correlation
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Limit Theorems Associated with Variants of the Von Mises Statistic
- Measuring and testing dependence by correlation of distances
- Model-free feature screening for ultrahigh dimensional data through a modified Blum-Kiefer-Rosenblatt correlation
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On Conditional and Partial Correlation
- Probabilistic graphical models.
- Probability Inequalities for Sums of Bounded Random Variables
- Projection correlation between two random vectors
- Remarks on a Multivariate Transformation
- Shrinkage estimation of the varying coefficient model
- Significance testing in nonparametric regression based on the bootstrap.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing conditional independence using maximal nonlinear conditional correlation
- Testing conditional independence via empirical likelihood
Cited in
(17)- General tests of conditional independence based on empirical processes indexed by functions
- Testing conditional independence via Rosenblatt transforms
- Partial sufficient variable screening with categorical controls
- Local permutation tests for conditional independence
- Sufficient variable screening with high-dimensional controls
- The conditional permutation test for independence while controlling for confounders
- Model-Free Conditional Feature Screening with FDR Control
- Test of conditional independence in factor models via Hilbert-Schmidt independence criterion
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Screening for Partial Conjunction Hypotheses
- Testing for conditional independence: a groupwise dimension reduction-based adaptive-to-model approach
- Testing conditional independence in supervised learning algorithms
- An alternative test for conditional unconfoundedness using auxiliary variables
- Testing Conditional Independence Restrictions
- On testing marginal versus conditional independence
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
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