Search Results - subject:"Conditional independence test"

Approximate Kernel-Based Conditional Independence Tests for Fast Non-Parametric Causal Discovery

Strobl, Eric V.; Zhang, Kun; Visweswaran, Shyam - In: Journal of Causal Inference 7 (2019) 1

) testing. The Kernel Conditional Independence Test (KCIT) is currently one of the most popular CI tests in the non … size. We therefore devise two relaxations called the Randomized Conditional Independence Test (RCIT) and the Randomized …

Persistent link: https://www.econbiz.de/10014610876

The locally Gaussian partial correlation

Otneim, Håkon; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 924-936

Persistent link: https://www.econbiz.de/10013534580

Econometric tests to detect bid-rigging cartels : does it work?

Imhof, David - 2017

Persistent link: https://www.econbiz.de/10011742348

A conditional independence test for dependent data based on maximal conditional correlation

Cheng, Yu-Hsiang; Huang, Tzee-Ming - In: Journal of Multivariate Analysis 107 (2012) C, pp. 210-226

In Huang (2010) [8], a test of conditional independence based on maximal nonlinear conditional correlation is proposed and the asymptotic distribution for the test statistic under conditional independence is established for IID data. In this paper, we derive the asymptotic distribution for the...

Persistent link: https://www.econbiz.de/10011042060