{"title":"半参数条件独立性的一致性检验","authors":"Shengtao Dai , Xiaojun Song","doi":"10.1016/j.spl.2024.110253","DOIUrl":null,"url":null,"abstract":"<div><p>We propose new joint tests of the semiparametric conditional independence assumption and provide their asymptotic properties. To overcome the problem caused by the parameter estimation effect, we employ a convenient multiplier bootstrap to approximate the limiting distributions of the test statistics.</p></div>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167715224002220/pdfft?md5=fa5bfadc69e25d8b34383cd8b1b9f159&pid=1-s2.0-S0167715224002220-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Consistent tests for semiparametric conditional independence\",\"authors\":\"Shengtao Dai , Xiaojun Song\",\"doi\":\"10.1016/j.spl.2024.110253\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>We propose new joint tests of the semiparametric conditional independence assumption and provide their asymptotic properties. To overcome the problem caused by the parameter estimation effect, we employ a convenient multiplier bootstrap to approximate the limiting distributions of the test statistics.</p></div>\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-08-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0167715224002220/pdfft?md5=fa5bfadc69e25d8b34383cd8b1b9f159&pid=1-s2.0-S0167715224002220-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167715224002220\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167715224002220","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Consistent tests for semiparametric conditional independence
We propose new joint tests of the semiparametric conditional independence assumption and provide their asymptotic properties. To overcome the problem caused by the parameter estimation effect, we employ a convenient multiplier bootstrap to approximate the limiting distributions of the test statistics.