| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152261 | Statistics & Probability Letters | 2012 | 6 Pages |
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
Authors
László Györfi, Harro Walk,