Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/72214
DC Field | Value | Language |
---|---|---|
dc.contributor | 統計系 | en_US |
dc.creator | 黃子銘 | zh_TW |
dc.creator | Huang, Tzee-Ming | en_US |
dc.date | 2010-08 | en_US |
dc.date.accessioned | 2014-12-23T07:08:24Z | - |
dc.date.available | 2014-12-23T07:08:24Z | - |
dc.date.issued | 2014-12-23T07:08:24Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/72214 | - |
dc.description.abstract | In this paper, the maximal nonlinear conditional correlation of two random vectors X and Y given another random vector Z, denoted by ρ1(X,Y|Z), is defined as a measure of conditional association, which satisfies certain desirable properties. When Z is continuous, a test for testing the conditional independence of X and Y given Z is constructed based on the estimator of a weighted average of the form ∑k=1nZfZ(zk)ρ12(X,Y|Z = zk), where fZ is the probability density function of Z and the zk’s are some points in the range of Z. Under some conditions, it is shown that the test statistic is asymptotically normal under conditional independence, and the test is consistent. | en_US |
dc.format.extent | 429871 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en_US | - |
dc.relation | Annals of Statistics,38(4),2047-2091 | en_US |
dc.title | Testing conditional independence using maximal nonlinear conditional correlation | en_US |
dc.type | article | en |
dc.identifier.doi | 10.1214/09-AOS770 | en_US |
dc.doi.uri | http://dx.doi.org/10.1214/09-AOS770 | en_US |
item.fulltext | With Fulltext | - |
item.grantfulltext | restricted | - |
item.cerifentitytype | Publications | - |
item.languageiso639-1 | en_US | - |
item.openairetype | article | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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2047-2091.pdf | 419.8 kB | Adobe PDF2 | View/Open |
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