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Functional Conditional Independence Testing with the GHCM

Anton Rask Lundborg, Jonas Peters, Rajen D. Shah

Last update: 2 November 2023

Copyright license: MIT license, File License

Software version identifier: 3.0.0, 1.0.0, 2.0.0, 3.0.1

Description

A statistical hypothesis test for conditional independence. Given residuals from a sufficiently powerful regression, it tests whether the covariance of the residuals is vanishing. It can be applied to both discretely-observed functional data and multivariate data. Details of the method can be found in Anton Rask Lundborg, Rajen D. Shah and Jonas Peters (2022) <doi:10.1111/rssb.12544>.

Cites work

Conditional Independence Testing in Hilbert Spaces with Applications to Functional Data Analysis

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