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

DOI10.1016/J.JMVA.2012.01.017MaRDI QIDQ413769zbMATH OpenOpenAlexFDO

Authors 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

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• A Note on Noncausality
• A consistent characteristic function-based test for conditional independence
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• Model-Free Variable Selection
• Multivariate regression estimation: Local polynomial fitting for time series
• Noncausality in Continuous Time
• Nonparametric econometrics. Theory and practice.
• On smoothed probability density estimation for stationary processes
• Significance testing in nonparametric regression based on the bootstrap.
• Some Limit Theorems for Random Functions. I
• Testing conditional independence using maximal nonlinear conditional correlation
• The local bootstrap for kernel estimators under general dependence conditions

Cited in

(6)

• Testing conditional independence via integrating-up transform
• A consistent characteristic function-based test for conditional independence
• General tests of conditional independence based on empirical processes indexed by functions
• The Locally Gaussian Partial Correlation
• A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation
• Testing conditional independence using maximal nonlinear conditional correlation

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