Testing conditional independence via empirical likelihood
From MaRDI portal
Publication:2451799
Recommendations
- Testing Conditional Independence Restrictions
- Testing conditional moment restrictions
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- A consistent characteristic function-based test for conditional independence
- Empirical likelihood based hypothesis testing
Cites work
- A consistent characteristic function-based test for conditional independence
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A regularization approach to the many instruments problem
- A test for volatility spillover with application to exchange rates
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Bootstrap Methods for Markov Processes
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Consistent model specification tests
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3456236 (Why is no real title available?)
- scientific article; zbMATH DE number 1044059 (Why is no real title available?)
- Integrated square error properties of kernel estimators of regression functions
- International market links and volatility transmission
- Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Nonlinear Time Series
- Nonparametric statistics for stochastic processes
- Nonparametric tests for conditional independence using conditional distributions
- Nonparametric transition-based tests for jump diffusions
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Significance testing in nonparametric regression based on the bootstrap.
- Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
- Testing conditional independence using maximal nonlinear conditional correlation
- Testing conditional independence via Rosenblatt transforms
- Testing conditional moment restrictions
- Testing for the Markov property in time series
- Testing structural change in partially linear models
- Testing the conditional independence and monotonicity assumptions of item response theory
- Testing the Markov property with high frequency data
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- The local bootstrap for kernel estimators under general dependence conditions
Cited in
(44)- Testing conditional independence in supervised learning algorithms
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- A simple measure of conditional dependence
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- A martingale-difference-divergence-based test for specification
- Testing conditional independence with data missing at random
- Minimax optimal conditional independence testing
- Test for conditional independence with application to conditional screening
- Testing for monotonicity in unobservables under unconfoundedness
- Empirical likelihood test for causality of bivariate AR(1) processes
- Nonparametric tests for conditional independence using conditional distributions
- Granger causality and structural causality in cross-section and panel data
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- How to gain on power: novel conditional independence tests based on short expansion of conditional mutual information
- HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
- scientific article; zbMATH DE number 7626800 (Why is no real title available?)
- Testing Conditional Independence Restrictions
- On testing marginal versus conditional independence
- Symbolic and Quantitative Approaches to Reasoning with Uncertainty
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Testing for positive expectation dependence
- Determining full conditional independence by low-order conditioning
- A post-screening diagnostic study for ultrahigh dimensional data
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Test of conditional independence in factor models via Hilbert-Schmidt independence criterion
- Nonparametric conditional local independence testing
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Testing unconditional and conditional independence via mutual information
- On Azadkia-Chatterjee's conditional dependence coefficient
- New nonparametric measures for instantaneous and granger-causality tail co-dependence
- Measures of conditional dependence for nonlinearity, asymmetry and beyond
- On nonparametric conditional independence tests for continuous variables
- A Projective Approach to Conditional Independence Test for Dependent Processes
- The Locally Gaussian Partial Correlation
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Independence test via mutual information in the presence of measurement errors
- A survey of some recent developments in measures of association
- Consistent tests for semiparametric conditional independence
- Doubly robust conditional independence testing with generative neural networks
- Double robust conditional independence test for novel biomarkers given established risk factors with survival data
- Conditional dependence learning with high-dimensional conditioning variables
- Robust inverse probability weighted estimators for doubly truncated Cox regression with closed-form standard errors
- Conditional independence test in factor models via projection correlation
- Testing conditional independence using maximal nonlinear conditional correlation
This page was built for publication: Testing conditional independence via empirical likelihood
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451799)
