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 L 1-based test statistic is defined for when the empirical distribution of the variables is restricted to finite partitions. Distribution-free strong consistency is proved.
- Conditional independence
- Distribution-free strong consistency
- Nonparametric test
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty