Strongly consistent nonparametric tests of conditional independence
AbstractA simple and explicit procedure for testing the conditional independence of two multi-dimensional random variables given a third random vector is described. The associated L1-based test statistic is defined for when the empirical distribution of the variables is restricted to finite partitions. Distribution-free strong consistency is proved.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 6 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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