Testing conditional independence via Rosenblatt transforms
Song, Kyungchul
Ann. Statist., Tome 37 (2009) no. 1, p. 4011-4045 / Harvested from Project Euclid
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This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while retaining computational convenience. Some results from Monte Carlo simulations are presented and discussed.
Publié le : 2009-12-15
Classification:  Conditional independence,  distribution-free tests,  Rosenblatt transforms,  wild bootstrap,  62G07,  62G09,  62G10 
@article{1256303535,
     author = {Song, Kyungchul},
     title = {Testing conditional independence via Rosenblatt transforms},
     journal = {Ann. Statist.},
     volume = {37},
     number = {1},
     year = {2009},
     pages = { 4011-4045},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1256303535}
}

Song, Kyungchul. Testing conditional independence via Rosenblatt transforms. Ann. Statist., Tome 37 (2009) no. 1, pp.  4011-4045. http://gdmltest.u-ga.fr/item/1256303535/