A simple measure of conditional dependence

DOI10.48550/arXiv.1910.12327zbMath1486.62175arXiv1910.12327OpenAlexW4206189040MaRDI QIDQ128731

Sourav Chatterjee, Mona Azadkia, Mona Azadkia

Publication date: 27 October 2019

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

Full work available at URL: https://arxiv.org/abs/1910.12327

zbMATH Keywords

variable selectionconditional dependencenonparametric measures of association

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (16)

On a multivariate copula-based dependence measure and its estimation ⋮ Maximal asymmetry of bivariate copulas and consequences to measures of dependence ⋮ Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics ⋮ The Binary Expansion Randomized Ensemble Test ⋮ A fishing route optimization decision support system: the case of the tuna purse seiner ⋮ Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Test of conditional independence in factor models via Hilbert-Schmidt independence criterion ⋮ Quantifying directed dependence via dimension reduction ⋮ Copula modeling from Abe Sklar to the present day ⋮ On Azadkia-Chatterjee's conditional dependence coefficient ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ FOCI ⋮ On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient ⋮ Local permutation tests for conditional independence

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