Test for conditional independence with application to conditional screening

DOI10.1016/j.jmva.2019.104557zbMath1435.62160OpenAlexW2979436776WikidataQ127101900 ScholiaQ127101900MaRDI QIDQ2293386

Li-ping Zhu, Jingyuan Liu, Yeqing Zhou

Publication date: 5 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104557

zbMATH Keywords

independenceconditional independencehigh dimensional datasure screening propertyfeature screening

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (7)

Partial sufficient variable screening with categorical controls ⋮ Model-Free Conditional Feature Screening with FDR Control ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ A semi-parametric approach to feature selection in high-dimensional linear regression models ⋮ Test of conditional independence in factor models via Hilbert-Schmidt independence criterion ⋮ Sufficient variable screening with high-dimensional controls ⋮ Local permutation tests for conditional independence

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