| dc.contributor | 統計系 | en_US |
| dc.creator (作者) | 黃子銘 | zh_TW |
| dc.creator (作者) | Huang, Tzee-Ming | en_US |
| dc.date (日期) | 2010-08 | en_US |
| dc.date.accessioned | 23-Dec-2014 15:08:24 (UTC+8) | - |
| dc.date.available | 23-Dec-2014 15:08:24 (UTC+8) | - |
| dc.date.issued (上傳時間) | 23-Dec-2014 15:08:24 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/72214 | - |
| dc.description.abstract (摘要) | 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 (關聯) | Annals of Statistics,38(4),2047-2091 | en_US |
| dc.title (題名) | Testing conditional independence using maximal nonlinear conditional correlation | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1214/09-AOS770 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1214/09-AOS770 | en_US |
