General tests of conditional independence based on empirical processes indexed by functions

DOI10.1007/s42081-023-00193-3zbMath1522.60043OpenAlexW4321850224MaRDI QIDQ6176225

Publication date: 25 July 2023

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-023-00193-3

zbMATH Keywords

exchangeability empirical process contiguous alternatives Gaussian approximation half-spaces Kolmogorov-Smirnov statistics Cramér-von Mises statistics Möbius decomposition tests of conditional independence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

A Comparison of Higher-Order Bias Kernel Density Estimators
An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
On Definitions of Bounded Variation for Functions of Two Variables
A simple bias reduction method for density estimation
Weighted Approximations to Continuous Time Martingales with Applications
Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
A New Test Procedure of Independence in Copula Models via χ²-Divergence
A note on kernel density estimation at a parametric rate†
Empirical processes indexed by estimated functions
Algorithmic Learning Theory
Bandwidth Selection in Nonparametric Kernel Testing
Weighted Multivariate Tests of Independence
Distribution Free Tests of Independence Based on the Sample Distribution Function
Contiguity of Probability Measures
On Estimation of a Probability Density Function and Mode
[https://portal.mardi4nfdi.de/wiki/Publication:5731810 On the foundations of combinatorial theory I. Theory of M�bius Functions]
Some Theorems on Distribution Functions
A Class of Statistics with Asymptotically Normal Distribution
Some Methods for Strengthening the Common χ 2 Tests
Convergence of stochastic processes
Combinatorial methods in density estimation
A nonparametric test of serial independence for time series and residuals
The impact of the bootstrap on statistical algorithms and theory
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Equivalence of distance-based and RKHS-based statistics in hypothesis testing
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
A simple measure of conditional dependence
A consistent characteristic function-based test for conditional independence
A nonparametric test for equality of distributions with mixed categorical and continuous data
Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
Strong consistency of the internal estimator of nonparametric regression with dependent data
On general bootstrap of empirical estimator of a semi-Markov kernel with applications
A conditional independence test for dependent data based on maximal conditional correlation
Proving consistency of non-standard kernel estimators
U-processes: Rates of convergence
Bootstrap consistency for general semiparametric \(M\)-estimation
On internally corrected and symmetrized kernel estimators for nonparametric regression
Some new multivariate tests of independence
New Donsker classes
General bootstrap for dual \(\phi\)-divergence estimates
On the Hoeffding's combinatorial central limit theorem
An introduction to copulas.
On a nonparametric notion of residual and its applications
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
Consistency of some tests for multivariate normality
Bootstrapping general empirical measures
Testing conditional independence using maximal nonlinear conditional correlation
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
Testing for equality between two copulas
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
Testing conditional independence via Rosenblatt transforms
Testing for independence by the empirical characteristic function
Conditional empirical processes
Optimal bandwidth selection in nonparametric regression function estimation
Asymptotic methods in statistical decision theory
On a second-order asymptotic property of the Bayesian bootstrap mean
Conditional independence for statistical operations
Some asymptotic theory for the bootstrap
An asymptotic decomposition for multivariate distribution-free tests of independence
Approximations to permutation and exchangeable processes
A rank statistics approach to the consistency of a general bootstrap
A consistent modification of a test for independence based on the empirical characteristic function
Exchangeably weighted bootstraps of the general empirical process
A Bayesian method for weighted sampling
The weighted bootstrap
How do bootstrap and permutation tests work?
General tests of independence based on empirical processes indexed by functions
A distribution-free theory of nonparametric regression
Weak convergence and empirical processes. With applications to statistics
On the strong approximation of bootstrapped empirical copula processes with applications
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
Test for conditional independence with application to conditional screening
Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
Strong approximations for weighted bootstrap of empirical and quantile processes with applications
Tests of independence and randomness based on the empirical copula process
Independence tests for continuous random variables based on the longest increasing subsequence
Limit theorems for permutations of empirical processes with applications to change point analysis
Introduction to empirical processes and semiparametric inference
Nonparametric tests of independence between random vectors
Resampling Student's \(t\)-type statistics
A multivariate nonparametric test of independence
Rate optimal estimation with the integration method in the presence of many covariates
A multivariate empirical characteristic function test of independence with normal marginals
Uniform in bandwidth consistency of kernel-type function estimators
Nonparametric regression for functional data: automatic smoothing parameter selection
An approximation to the density function
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
Strong approximation of empirical copula processes by Gaussian processes
Estimation of a Conditional Copula and Association Measures
Conditional Association
Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
Consistency of the Subsample Bootstrap empirical process
Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
Remarks on Some Nonparametric Estimates of a Density Function
Longest Increasing and Decreasing Subsequences
New estimates and tests of independence in some copula models
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
On higher order kernels
Multivariate empirical characteristic functions
Uniform Central Limit Theorems
Asymptotic Statistics
On the distribution of the length of the longest increasing subsequence of random permutations
Versions of Kernel-Type Regression Estimators

This page was built for publication: General tests of conditional independence based on empirical processes indexed by functions