A Nonparametric Hellinger Metric Test for Conditional Independence
We propose a nonparametric test of conditional independence based on the weighted Hellinger distance between the two conditional densities, f(y|x,z) and f(y|x), which is identically zero under the null. We use the functional delta method to expand the test statistic around the population value and e...
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Main Authors: | , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2008
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Online Access: | https://ink.library.smu.edu.sg/soe_research/248 https://ink.library.smu.edu.sg/context/soe_research/article/1247/viewcontent/Nonparametric_Hellinger_Metric_Test_pp_2005.pdf |
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Institution: | Singapore Management University |
Language: | English |