Corpus ID: 174799126

On Testing Marginal versus Conditional Independence.

@inproceedings{Guo2019OnTM,
  title={On Testing Marginal versus Conditional Independence.},
  author={Fangjian Guo and Thomas S. Richardson},
  year={2019}
}
  • Fangjian Guo, Thomas S. Richardson
  • Published 2019
  • Mathematics
  • We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such models, one from each type of independence, that are closest to each other in the Kullback-Leibler sense as they approach the intersection. They become indistinguishable if the signal strength, as measured by the product of two correlation parameters, decreases… CONTINUE READING

    Create an AI-powered research feed to stay up to date with new papers like this posted to ArXiv

    Citations

    Publications citing this paper.
    SHOWING 1-2 OF 2 CITATIONS

    References

    Publications referenced by this paper.
    SHOWING 1-10 OF 10 REFERENCES

    Asymptotic Statistics: U -Statistics

    VIEW 7 EXCERPTS
    HIGHLY INFLUENTIAL

    Convex Analysis and Optimization

    VIEW 1 EXCERPT
    HIGHLY INFLUENTIAL

    The use of McKay’s Bessel function curves for graduating frequency distributions

    • B. C. Bhattacharyya
    • Sankhyā: The Indian Journal of Statistics,
    • 1942
    VIEW 1 EXCERPT
    HIGHLY INFLUENTIAL

    Classification with confidence

    VIEW 1 EXCERPT

    Estimation of a covariance

    • New York, 1967. Sanjay Chaudhuri, Mathias Drton, Thomas S Richardson
    • 1967