Testing for conditional independence: A groupwise dimension reduction-based adaptive-to-model approach

Zhu, XH; Lu, J; Zhang, J; Zhu, LX

Zhu, LX (corresponding author), Hongkong Baptist Univ, Dept Math, Hong Kong, Peoples R China.

SCANDINAVIAN JOURNAL OF STATISTICS, ; ():

Abstract

In this article, we propose an adaptive-to-model test for conditional independence through groupwise dimension reduction developed in sufficient dimen......

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