QuACC tests whether two variables jointly exceed or fall below their conditional quantiles and is plugged into the PC algorithm, but the paper's proof of the test's variance is incorrect.
Quantile graphical models: Prediction and conditional independence with applications to financial risk management
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Quantile Graph Discovery through QuACC: Quantile Association via Conditional Concordance
QuACC tests whether two variables jointly exceed or fall below their conditional quantiles and is plugged into the PC algorithm, but the paper's proof of the test's variance is incorrect.