A conditional independence test for dependent data based on maximal conditional correlation
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Publication:413769
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
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.)
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