| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151336 | Statistics & Probability Letters | 2016 | 6 Pages |
Abstract
Given a random vector (X,Z), we define a notion of nonparametric residual of XX 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 XX and YY, given Z.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rohit K. Patra, Bodhisattva Sen, Gábor J. Székely,