SeminarsTesting conditional independence using maximal nonlinear
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The maximal nonlinear conditional correlation of two random vectors X and Y given another random vector Z is defined and is used to construct a test for testing the conditional independence of X and Y given Z. The test statistic is asymptotically normal under conditional independence, and the consistency of the test is established under certain conditions.
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Tzee-Ming Huang
2008-11-07
13:30:00 - 15:00:00
405 , Mathematics Research Center Building (ori. New Math. Bldg.)
The maximal nonlinear conditional correlation of two random vectors X and Y given another random vector Z is defined and is used to construct a test for testing the conditional independence of X and Y given Z. The test statistic is asymptotically normal under conditional independence, and the consistency of the test is established under certain conditions.