GeneralisedCovarianceMeasure

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Test for Conditional Independence Based on the Generalized Covariance Measure (GCM)

Jonas Peters

Last update: 24 March 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.2.0

Source code repository: https://github.com/cran/GeneralisedCovarianceMeasure

Described by source

• Unnamed Publication

Related Items (11)

The Holdout Randomization Test for Feature Selection in Black Box Models ⋮ Comment: Statistical inference from a predictive perspective ⋮ Rejoinder: Models as approximations ⋮ Impossible inference in econometrics: theory and applications ⋮ Testing conditional independence in supervised learning algorithms ⋮ weightedGCM ⋮ Optimal rates for independence testing via $U$-statistic permutation tests ⋮ Extending greedy feature selection algorithms to multiple solutions ⋮ Comment: Reflections on the Deconfounder ⋮ Asymptotic distributions of high-dimensional distance correlation inference ⋮ Minimax optimal conditional independence testing

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