comets (Q5976493)
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Covariance Measure Tests for Conditional Independence
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | comets |
Covariance Measure Tests for Conditional Independence |
Statements
Covariance measure tests for conditional independence testing against conditional covariance and nonlinear conditional mean alternatives. Contains versions of the generalised covariance measure test (Shah and Peters, 2020, <doi:10.1214/19-aos1857>) and projected covariance measure test (Lundborg et al., 2023, <doi:10.48550/arXiv.2211.02039>). Applications can be found in Kook and Lundborg (2024, <doi:10.48550/arXiv.2402.14416>).
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26 February 2024
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