Testing conditional independence via Rosenblatt transforms
classification
🧮 math.ST
stat.TH
keywords
conditionalindependencerosenblattteststransformscarlocomputationalconvenience
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This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while retaining computational convenience. Some results from Monte Carlo simulations are presented and discussed.
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