Test of conditional independence in factor models via Hilbert-Schmidt independence criterion

DOI10.1016/J.JMVA.2023.105241MaRDI QIDQ6183689zbMATH OpenOpenAlexFDO

Authors Kai Xu, Qing Cheng

Publication date 4 January 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2023.105241

zbMATH Keywords

bootstrapfactor modelHilbert-Schmidt independence criterionconditional independence testing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

Cites work

• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 7370587 (Why is no real title available?)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• A consistent characteristic function-based test for conditional independence
• A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
• A simple measure of conditional dependence
• Algorithmic Learning Theory
• Approximation Theorems of Mathematical Statistics
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic Statistics
• Causality. Models, reasoning, and inference
• Conditional Distance Correlation
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• High dimensional covariance matrix estimation using a factor model
• Kernel-based tests for joint independence
• Measuring and testing dependence by correlation of distances
• Model diagnosis for parametric regression in high-dimensional spaces
• On Conditional and Partial Correlation
• Test for conditional independence with application to conditional screening
• Testing conditional independence using maximal nonlinear conditional correlation
• Testing conditional independence via Rosenblatt transforms
• Testing conditional independence via empirical likelihood
• Testing independence and goodness-of-fit in linear models
• Testing mutual independence in high dimension via distance covariance
• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
• The exact equivalence of distance and kernel methods in hypothesis testing
• Theory of Reproducing Kernels

This page was built for publication: Test of conditional independence in factor models via Hilbert-Schmidt independence criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6183689)