Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach

DOI10.1111/sjos.12506zbMath1469.62281OpenAlexW3108391408MaRDI QIDQ5001015

Jun Zhang, Li Xing Zhu, Xuehu Zhu, Jun Lu

Publication date: 16 July 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12506

zbMATH Keywords

thresholdingconditional independenceadaptive-to-modelgroupwise sufficient dimension reductionridge eigenvalue ratio

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

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