# Assessing Statistical Reliability of LiNGAM via Multiscale Bootstrap

@inproceedings{Komatsu2010AssessingSR, title={Assessing Statistical Reliability of LiNGAM via Multiscale Bootstrap}, author={Yusuke Komatsu and Shohei Shimizu and Hidetoshi Shimodaira}, booktitle={ICANN}, year={2010} }

Structural equation models have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been extended in various directions. An important problem with LiNGAM is that the results are affected by the random sampling of the data as with any statistical method. Thus, some analysis of the confidence levels should be conducted. A common method to evaluate a confidence level is a…

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