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Titel:

On Azadkia–Chatterjee’s conditional dependence coefficient

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Shi, Hongjian; Drton, Mathias; Han, Fang
Abstract:
In recent work, Azadkia and Chatterjee (Ann. Statist. 49 (2021) 3070–3102) laid out an ingenious approach to defining consistent measures of conditional dependence. Their fully nonparametric approach forms statistics based on ranks and nearest neighbor graphs. The appealing nonparametric consistency of the resulting conditional dependence measure and the associated empirical conditional dependence coefficient has quickly prompted follow-up work that seeks to study its statistical efficiency. In...     »
Stichworte:
Conditional independence, Graph-based test, local power analysis, Nearest neighbor graphs, rank-based test
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Bernoulli
Jahr:
2024
Band / Volume:
30
Jahr / Monat:
2024-05
Quartal:
2. Quartal
Monat:
May
Heft / Issue:
2
Seitenangaben Beitrag:
851-877
Sprache:
en
Volltext / DOI:
doi:10.3150/22-bej1529
WWW:
PROJECTecteuclid
Verlag / Institution:
Bernoulli Society for Mathematical Statistics and Probability
E-ISSN:
1350-7265
Hinweise:
First available in Project Euclid: 31 January 2024
Status:
Erstveröffentlichung
Eingereicht (bei Zeitschrift):
01.09.2021
Publikationsdatum:
01.05.2024
Semester:
WS 23-24
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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