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政大典藏 > College of Commerce > Department of Statistics > Periodical Articles > Item 140.119/72214

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/72214

Title:	Testing conditional independence using maximal nonlinear conditional correlation
Authors:	黃子銘 Huang, Tzee-Ming
Contributors:	統計系
Date:	2010-08
Issue Date:	2014-12-23 15:08:24 (UTC+8)
Abstract:	In this paper, the maximal nonlinear conditional correlation of two random vectors X and Y given another random vector Z, denoted by ρ1(X,Y\|Z), is defined as a measure of conditional association, which satisfies certain desirable properties. When Z is continuous, a test for testing the conditional independence of X and Y given Z is constructed based on the estimator of a weighted average of the form ∑k=1nZfZ(zk)ρ12(X,Y\|Z = zk), where fZ is the probability density function of Z and the zk’s are some points in the range of Z. Under some conditions, it is shown that the test statistic is asymptotically normal under conditional independence, and the test is consistent.
Relation:	Annals of Statistics,38(4),2047-2091
Data Type:	article
DOI link:	http://dx.doi.org/10.1214/09-AOS770
DOI:	10.1214/09-AOS770
Appears in Collections:	[Department of Statistics] Periodical Articles

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