Strongly consistent nonparametric tests of conditional independence

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 L1-based test statistic is defined for when the empirical distribution of the variables is restricted to finite partitions. Distribution-free strong consistency is proved.

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Year of publication:	2012
Authors:	Györfi, László ; Walk, Harro
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1145-1150
Publisher:	Elsevier
Subject:	Conditional independence \| Nonparametric test \| Partition \| Distribution-free strong consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039837