Nonparametric tests for conditional independence using conditional distributions
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485252.2014.945447
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1. Goodness-of-fit tests for kernel regression with an application to option implied volatilities
2. Bergsma, W. (2011), ‘Nonparametric Testing of Conditional Independence by Means of the Partial Copula’, Working paper, London School of Economics and Political Science.
3. Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence
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5. Testing Causality between Two Vectors in Multivariate Autoregressive Moving Average Models
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