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

DOI10.1016/J.JMVA.2023.105241OpenAlexW4386983202MaRDI QIDQ6183689FDOQ6183689

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)

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