Consistent tests for semiparametric conditional independence

DOI10.1016/J.SPL.2024.110253MaRDI QIDQ6650745

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Publication date: 9 December 2024

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

zbMATH Keywords

empirical processconsistent testsconditional independencemultiplier bootstrapintegrated conditional moment

Mathematics Subject Classification ID

Parametric inference (62Fxx) Applications of statistics (62Pxx) Nonparametric inference (62Gxx)

Cites Work

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• Testing for Granger-causality in quantiles
• Improving the Power of Tests of Stochastic Dominance

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