Testing conditional independence via quantile regression based partial copulas
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Publication:4998973
Authors: Lasse Petersen, Niels Richard Hansen 
Publication date: 9 July 2021
Full work available at URL: https://arxiv.org/abs/2003.13126
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Cites Work
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- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Uniform in bandwidth consistency of kernel-type function estimators
- The partial copula: properties and associated dependence measures
- Estimation of a copula when a covariate affects only marginal distributions
- Title not available (Why is that?)
- Causality. Models, reasoning, and inference
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- Testing conditional independence via Rosenblatt transforms
- On a nonparametric notion of residual and its applications
- PC algorithm for nonparanormal graphical models
- On almost sure convergence of conditional empirical distribution functions
- Covariate-adjusted Spearman's rank correlation with probability-scale residuals
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- Uniformity and the delta method
Cited In (9)
- Testing Conditional Independence via Quantile Regression Based Partial Copulas
- Local permutation tests for conditional independence
- Positive quadrant dependence tests for copulas
- A double-robust test for high-dimensional gene coexpression networks conditioning on clinical information
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
- Nonparametric conditional local independence testing
- Test of conditional independence in factor models via Hilbert-Schmidt independence criterion
- On Azadkia-Chatterjee's conditional dependence coefficient
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