Testing conditional independence using maximal nonlinear conditional correlation

DOI10.1214/09-AOS770zbMath1202.62078arXiv1010.3843OpenAlexW3104145460MaRDI QIDQ987998

Tzee-Ming Huang

Publication date: 24 August 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3843

zbMATH Keywords

measure of associationconditional independence testmeasure of conditional association

Mathematics Subject Classification ID

Related Items (24)

Nonparametric estimation of pair-copula constructions with the empirical pair-copula ⋮ HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE ⋮ Unnamed Item ⋮ CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH ⋮ Nonparametric tests for conditional independence using conditional distributions ⋮ Testing conditional independence via integrating-up transform ⋮ A conditional independence test for dependent data based on maximal conditional correlation ⋮ On a nonparametric notion of residual and its applications ⋮ TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA ⋮ Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Test of conditional independence in factor models via Hilbert-Schmidt independence criterion ⋮ On Azadkia-Chatterjee's conditional dependence coefficient ⋮ Testing conditional independence via empirical likelihood ⋮ Testing conditional independence with data missing at random ⋮ Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions ⋮ A simple measure of conditional dependence ⋮ Test for conditional independence with application to conditional screening ⋮ Minimax optimal conditional independence testing ⋮ Optimal plug-in estimators for multivariate distributions with conditionally independent components ⋮ Statistical dependence: beyond Pearson's \(\rho\) ⋮ Conditional independence test of failure and truncation times: essential tool for method selection ⋮ Local permutation tests for conditional independence ⋮ Inference on the structure of gene regulatory networks

Cites Work

• Unnamed Item
• Unnamed Item
• A consistent characteristic function-based test for conditional independence
• Measures of association for Hilbertian subspaces and some applications
• Approximation theorems for independent and weakly dependent random vectors
• The local bootstrap for kernel estimators under general dependence conditions
• Nonlinear canonical analysis and independence tests
• On the distribution of the largest eigenvalue in principal components analysis
• On measures of dependence
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Partial association measures and an application to qualitative regression

This page was built for publication: Testing conditional independence using maximal nonlinear conditional correlation