### Abstract

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.

Original language | English |
---|---|

Pages (from-to) | 1145-1150 |

Number of pages | 6 |

Journal | Statistics and Probability Letters |

Volume | 82 |

Issue number | 6 |

DOIs | |

Publication status | Published - Jun 2012 |

### Fingerprint

### Keywords

- Conditional independence
- Distribution-free strong consistency
- Nonparametric test
- Partition

### ASJC Scopus subject areas

- Statistics, Probability and Uncertainty
- Statistics and Probability

### Cite this

*Statistics and Probability Letters*,

*82*(6), 1145-1150. https://doi.org/10.1016/j.spl.2012.02.023

**Strongly consistent nonparametric tests of conditional independence.** / Györfi, L.; Walk, Harro.

Research output: Contribution to journal › Article

*Statistics and Probability Letters*, vol. 82, no. 6, pp. 1145-1150. https://doi.org/10.1016/j.spl.2012.02.023

}

TY - JOUR

T1 - Strongly consistent nonparametric tests of conditional independence

AU - Györfi, L.

AU - Walk, Harro

PY - 2012/6

Y1 - 2012/6

N2 - 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.

AB - 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.

KW - Conditional independence

KW - Distribution-free strong consistency

KW - Nonparametric test

KW - Partition

UR - http://www.scopus.com/inward/record.url?scp=84859024018&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84859024018&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2012.02.023

DO - 10.1016/j.spl.2012.02.023

M3 - Article

AN - SCOPUS:84859024018

VL - 82

SP - 1145

EP - 1150

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 6

ER -