The Hardness of Conditional Independence Testing and the Generalised Covariance Measure

DOI10.48550/arXiv.1804.07203zbMath1451.62081arXiv1804.07203MaRDI QIDQ118262

Rajen D. Shah, Jonas Peters, Rajen D. Shah, Jonas Peters

Publication date: 19 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07203

zbMATH Keywords

hypothesis testingtestabilityconditional independencewild bootstrapkernel ridge regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

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Uses Software

• R
• CRAN
• TETRAD
• xgboost
• XGBoost
• ppcor
• HdBCS

Cites Work

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