Conditional independence testing via weighted partial copulas

DOI10.1016/J.JMVA.2022.105120OpenAlexW3036315602MaRDI QIDQ2101473

Pascal Bianchi, François Portier, Kevin Elgui

Publication date: 6 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105120

zbMATH Keywords

quantile regressionbootstrap testingconditional copulaconditional independence testing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (1)

CDSC: causal decomposition based on spectral clustering

Uses Software

• TwoCop
• IndependenceTests

Cites Work

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