Nonparametric tests for conditional independence using conditional distributions
نویسندگان
چکیده
منابع مشابه
Nonparametric Tests for Conditional Independence Using Conditional Distributions∗
The concept of causality is naturally defined in terms of conditional distribution, however almost all the empirical works focus on causality in mean. This paper aim to propose a nonparametric statistic to test the conditional independence and Granger non-causality between two variables conditionally on another one. The test statistic is based on the comparison of conditional distribution funct...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 2014
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485252.2014.945447