EconPapers    
Economics at your fingertips  
 

On a nonparametric notion of residual and its applications

Rohit K. Patra, Bodhisattva Sen and Gábor J. Székely

Statistics & Probability Letters, 2016, vol. 109, issue C, 208-213

Abstract: Given a random vector (X,Z), we define a notion of nonparametric residual of X on Z that is always independent of Z. Given (X,Y,Z), we use this notion of residual to develop a test for the conditional independence between X and Y, given Z.

Keywords: Conditional distribution function; Testing conditional independence (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215301930
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:109:y:2016:i:c:p:208-213

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.10.011

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:109:y:2016:i:c:p:208-213