Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038)
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scientific article; zbMATH DE number 7708610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening |
scientific article; zbMATH DE number 7708610 |
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Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (English)
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7 July 2023
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generalized martingale difference divergence
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Lévy measure
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martingale difference divergence
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