Nonparametric testing of conditional independence

@inproceedings{Bergsma2012NonparametricTO,
  title={Nonparametric testing of conditional independence},
  author={Wicher Bergsma},
  year={2012}
}
Conditional independence of Y and Z given X holds if and only if the following two conditions hold: • CI1: The expected conditional covariance between arbitrary functions of Y and Z given X is zero (where the expectation is taken with respect to X). • CI2: The conditional covariance between arbitrary functions of Y and Z given X does not depend on X. Based on this decomposition, we propose a simple method to test conditional independence for the case that the variables are Euclidean and the… CONTINUE READING