A Nonparametric Hellinger Metric Test for Conditional Independence

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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書目詳細資料
Main Authors:	SU, Liangjun, WHITE, Halbert
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2008
主題:	β -mixing Conditional independence Functional de lta method Granger non-causality Hellinger distance Local bootstrap Sample selection bias U -statistics Econometrics
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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