Testing conditional independence via empirical likelihood
We construct two classes of smoothed empirical likelihood ratio tests for the conditional independence hypothesis by writing the null hypothesis as an infinite collection of conditional moment restrictions indexed by a nuisance parameter. One class is based on the CDF; another is based on smoother f...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1570 https://ink.library.smu.edu.sg/context/soe_research/article/2569/viewcontent/TestingConditionalIndependenceEmpiricalLikelihood_11.pdf |
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| Institution: | Singapore Management University |
| Language: | English |