Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
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Publication:6167038
DOI10.1016/j.csda.2022.107618MaRDI QIDQ6167038
Lu Li, Chenlu Ke, Xiangrong Yin, Zhou Yu
Publication date: 7 July 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
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