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Title:

On Azadkia–Chatterjee’s conditional dependence coefficient

Document type:
Zeitschriftenaufsatz
Author(s):
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...     »
Keywords:
Conditional independence, Graph-based test, local power analysis, Nearest neighbor graphs, rank-based test
Dewey Decimal Classification:
510 Mathematik
Journal title:
Bernoulli
Year:
2024
Journal volume:
30
Year / month:
2024-05
Quarter:
2. Quartal
Month:
May
Journal issue:
2
Pages contribution:
851-877
Language:
en
Fulltext / DOI:
doi:10.3150/22-bej1529
WWW:
PROJECTecteuclid
Publisher:
Bernoulli Society for Mathematical Statistics and Probability
E-ISSN:
1350-7265
Notes:
First available in Project Euclid: 31 January 2024
Status:
Erstveröffentlichung
Submitted:
01.09.2021
Date of publication:
01.05.2024
Semester:
WS 23-24
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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