Article ID Journal Published Year Pages File Type
1152261 Statistics & Probability Letters 2012 6 Pages PDF
Abstract

A simple and explicit procedure for testing the conditional independence of two multi-dimensional random variables given a third random vector is described. The associated L1L1-based test statistic is defined for when the empirical distribution of the variables is restricted to finite partitions. Distribution-free strong consistency is proved.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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