Strongly consistent nonparametric tests of conditional independence

L. Györfi, Harro Walk

Research output: Contribution to journalArticle

6 Citations (Scopus)

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 languageEnglish
Pages (from-to)1145-1150
Number of pages6
JournalStatistics and Probability Letters
Volume82
Issue number6
DOIs
Publication statusPublished - Jun 2012

Fingerprint

Consistent Test
Conditional Independence
Strong Consistency
Empirical Distribution
Distribution-free
Non-parametric test
Random Vector
Test Statistic
Random variable
Partition
Testing
Empirical distribution
Conditional independence
Nonparametric test
Test statistic
Random variables
Strong consistency

Keywords

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

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Statistics and Probability

Cite this

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

In: Statistics and Probability Letters, Vol. 82, No. 6, 06.2012, p. 1145-1150.

Research output: Contribution to journalArticle

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