A consistent characteristic function-based test for conditional independence
Y is conditionally independent of Z given X if Pr{f(y|X,Z)=f(y|X)}=1 for all y on its support, where f(·|·) denotes the conditional density of Y given (X,Z) or X. This paper proposes a nonparametric test of conditional independence based on the notion that two conditional distributions are equal if...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2005 https://ink.library.smu.edu.sg/context/soe_research/article/3004/viewcontent/A_consistent_characteristic_function_based_test_fo.pdf |
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| Institution: | Singapore Management University |
| Language: | English |