Strongly consistent nonparametric tests of conditional independence

DOI10.1016/j.spl.2012.02.023zbMath1239.62050OpenAlexW2027189931MaRDI QIDQ426704

Harro Walk, László Györfi

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.023

zbMATH Keywords

partitionsdistribution-free strong consistency

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30)

Related Items

Unnamed Item, Energy statistics: a class of statistics based on distances, On a nonparametric notion of residual and its applications, Strongly Consistent Detection for Nonparametric Hypotheses, Minimax optimal conditional independence testing, Statistical dependence: beyond Pearson's \(\rho\)

Uses Software

• IndependenceTests

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Testing conditional independence via Rosenblatt transforms
• Testing for independence by the empirical characteristic function
• Cramer-von Mises tests for independence
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• A topological criterion for hypothesis testing
• Nonlinear canonical analysis and independence tests
• A distribution-free theory of nonparametric regression
• Nonparametric tests of independence between random vectors
• A multivariate nonparametric test of independence
• On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Distribution estimation consistent in total variation and in two types of information divergence
• A Nonparametric Test of Independence Between Two Vectors
• Almost sure classification of densities
• A Consistent Test for Bivariate Dependence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A Non-Parametric Test of Independence
• Large deviations of divergence measures on partitions
• A note on a specification test of independence.