Strongly consistent nonparametric tests of conditional independence
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References listed on IDEAS
- De Wet, T., 1980. "Cramér-von Mises tests for independence," Journal of Multivariate Analysis, Elsevier, vol. 10(1), pages 38-50, March.
- 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.
- Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation for Research in Economics, Yale University.
- Beran, R. & Bilodeau, M. & Lafaye de Micheaux, P., 2007. "Nonparametric tests of independence between random vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1805-1824, October.
- Csörgo, Sándor, 1985. "Testing for independence by the empirical characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 290-299, June.
- repec:bpj:strimo:v:3:y:1985:i:1-2:p:1-48:n:1 is not listed on IDEAS
- Bakirov, Nail K. & Rizzo, Maria L. & Szekely, Gábor J., 2006. "A multivariate nonparametric test of independence," Journal of Multivariate Analysis, Elsevier, vol. 97(8), pages 1742-1756, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
KeywordsConditional independence; Nonparametric test; Partition; Distribution-free strong consistency;
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