A ball divergence-based measure for conditional independence testing with a local wild bootstrap
基于球散度的条件独立性度量与局部野自助检验
Abstract In this paper we introduce a new measure of conditional dependence between two random vectors $ {\boldsymbol{X}} $ and $ {\boldsymbol{Y}} $, given another random vector $ \boldsymbol{Z} $ using the ball divergence. Our measure characterizes conditional independence and does not require any moment assumptions. We propose an estimator of the measure using a kernel-averaging technique and derive its asymptotic distribution. Using this estimator, we construct a test for…