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

DOI10.1016/J.JMVA.2012.01.017zbMATH Open1236.62038OpenAlexW2019124597MaRDI QIDQ413769FDOQ413769

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

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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)

Cites Work

• Nonparametric econometrics. Theory and practice.
• Significance testing in nonparametric regression based on the bootstrap.
• A consistent characteristic function-based test for conditional independence
• Model-Free Variable Selection
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Title not available (Why is that?)
• Testing conditional independence using maximal nonlinear conditional correlation
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• The local bootstrap for kernel estimators under general dependence conditions
• Some Limit Theorems for Random Functions. I
• Multivariate regression estimation: Local polynomial fitting for time series
• A Note on Noncausality
• Noncausality in Continuous Time
• On smoothed probability density estimation for stationary processes

Cited In (6)

• A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation
• Testing conditional independence using maximal nonlinear conditional correlation
• The Locally Gaussian Partial Correlation
• 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

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