GeneralisedCovarianceMeasure

MaRDI QIDQ51370swMATHCRANFDO

Authors Jonas Peters

Last update 24 March 2022

Copyright license GNU General Public License, version 2.0

Software version identifier 0.2.0

Official website https://cran.r-project.org/web/packages/GeneralisedCovarianceMeasure/index.html

Source code repository https://github.com/cran/GeneralisedCovarianceMeasure

Described by source

• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure

Cited in

(45)

• Minimax optimal conditional independence testing
• Impossible inference in econometrics: theory and applications
• Extending greedy feature selection algorithms to multiple solutions
• Boruta
• TETRAD
• DirectLiNGAM
• QuickMMCTest
• hdm
• InvariantCausalPrediction
• greedyBAPs
• dHSIC
• CorrT
• conformalInference
• SCENIC
• miLineage
• miProfile
• JCI
• SEPP
• IndepTest
• XICOR
• weightedGCM
• FOCI
• USP
• tramnet
• cpi
• pyhrt
• The Holdout Randomization Test for Feature Selection in Black Box Models
• Asymptotic distributions of high-dimensional distance correlation inference
• DEX
• lmtp
• HellCor
• Knockpy
• DoubleML
• FlipTest
• DGCIT
• EconML
• functionalmf
• GRPtests
• DeepPINK
• KnockoffGAN
• Comment: Statistical inference from a predictive perspective
• Testing conditional independence in supervised learning algorithms
• Optimal rates for independence testing via U-statistic permutation tests
• Rejoinder: Models as approximations
• Comment: Reflections on the Deconfounder

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