A conditional independence test for dependent data based on maximal conditional correlation

DOI10.1016/j.jmva.2012.01.017zbMath1236.62038MaRDI QIDQ413769

Yu-Hsiang Cheng, Tzee-Ming Huang

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.017

zbMATH Keywords

\(\alpha\)-mixing

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Testing conditional independence via integrating-up transform, General tests of conditional independence based on empirical processes indexed by functions

Cites Work

• Unnamed Item
• Unnamed Item
• A consistent characteristic function-based test for conditional independence
• Testing conditional independence using maximal nonlinear conditional correlation
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• On smoothed probability density estimation for stationary processes
• Multivariate regression estimation: Local polynomial fitting for time series
• The local bootstrap for kernel estimators under general dependence conditions
• Significance testing in nonparametric regression based on the bootstrap.
• Some Limit Theorems for Random Functions. I
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• A Note on Noncausality
• Noncausality in Continuous Time
• Model-Free Variable Selection