Conditional and unconditional statistical independence

DOI10.1016/0304-4076(88)90049-8zbMath0668.62013OpenAlexW2056745636MaRDI QIDQ1118280

Peter C. B. Phillips

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d08/d0824-r.pdf

zbMATH Keywords

Conditional independenceorthogonal projections on random linear manifoldsunconditional independence

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK ⋮ Testing Conditional Independence Restrictions ⋮ CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH ⋮ A note on the relationship between conditional and unconditional independence and its extensions for Markov kernels ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

Cites Work

• Invariance and independence in multivariate distribution theory
• Bayes prediction in regressions with elliptical errors
• Conditional independence for statistical operations
• On the Robustness of LM, LR, and W Tests in Regression Models
• The Exact Distribution of LIML: I
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Normal Multivariate Analysis and the Orthogonal Group
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