IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v109y2016icp208-213.html
   My bibliography  Save this article

On a nonparametric notion of residual and its applications

Author

Listed:
  • Patra, Rohit K.
  • Sen, Bodhisattva
  • Székely, Gábor J.

Abstract

Given a random vector (X,Z), we define a notion of nonparametric residual of X on Z that is always independent of Z. Given (X,Y,Z), we use this notion of residual to develop a test for the conditional independence between X and Y, given Z.

Suggested Citation

  • Patra, Rohit K. & Sen, Bodhisattva & Székely, Gábor J., 2016. "On a nonparametric notion of residual and its applications," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 208-213.
  • Handle: RePEc:eee:stapro:v:109:y:2016:i:c:p:208-213
    DOI: 10.1016/j.spl.2015.10.011
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715215301930
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Györfi, László & Walk, Harro, 2012. "Strongly consistent nonparametric tests of conditional independence," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1145-1150.
    2. Su, Liangjun & White, Halbert, 2008. "A Nonparametric Hellinger Metric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 24(04), pages 829-864, August.
    3. A. Sen & B. Sen, 2014. "Testing independence and goodness-of-fit in linear models," Biometrika, Biometrika Trust, vol. 101(4), pages 927-942.
    4. Pierre-Andre Chiappori & Bernard Salanie, 2000. "Testing for Asymmetric Information in Insurance Markets," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 56-78, February.
    5. Bodhisattva Sen & Probal Chaudhuri, 2012. "On Fractile Transformation of Covariates in Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 349-361, March.
    6. Szekely, Gábor J. & Rizzo, Maria L., 2005. "A new test for multivariate normality," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 58-80, March.
    Full references (including those not matched with items on IDEAS)

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:109:y:2016:i:c:p:208-213. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.