Patra, Rohit K. and Sen, Bodhisattva and Székely J., Gábor (2016) On a nonparametric notion of residual and its applications. STATISTICS & PROBABILITY LETTERS, 109. pp. 208-213. ISSN 0167-7152
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Official URL: http://dx.doi.org/10.1016/j.spl.2015.10.011
Abstract
Given a random vector (X, Z), we define a notion of nonparametric residual of X on Z that is always independent of Z. Given (X, Y, Z), we use this notion of residual to develop a test for the conditional independence between X and Y, given Z. (C) 2015 Elsevier B.V. All rights reserved.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | DISTANCES; CONDITIONAL-INDEPENDENCE; Testing conditional independence; Conditional distribution function |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 03 Jan 2017 14:08 |
| Last Modified: | 09 Jan 2017 08:39 |
| URI: | http://real.mtak.hu/id/eprint/44492 |
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