Testing for conditional independence: a groupwise dimension reduction-based adaptive-to-model approach

DOI10.1111/SJOS.12506MaRDI QIDQ5001015zbMATH OpenOpenAlexFDO

Authors Xuehu Zhu, Jun Lu, Jun Zhang, Li-Xing Zhu

Publication date 16 July 2021

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12506

zbMATH Keywords

adaptive-to-modelconditional independencegroupwise sufficient dimension reductionridge eigenvalue ratiothresholding

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(4)

• Adaptive Testing of Conditional Association Through Recursive Mixture Modeling
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Model checking for multiplicative linear regression models with mixed estimators
• Identification of distributional heterogeneity under maximum adjacent separation subspace

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