scholarly journals A Bayesian nonparametric test for conditional independence

2020 ◽  
Vol 2 (2) ◽  
pp. 155-172
Author(s):  
Onur Teymur ◽  
◽  
Sarah Filippi
Keyword(s):  
Conditional Independence ◽  
Nonparametric Test ◽  
Bayesian Nonparametric

scholarly journals A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

2008 ◽  
Vol 24 (4) ◽  
pp. 829-864 ◽  
Author(s):  
Liangjun Su ◽  
Halbert White
Keyword(s):  
Monte Carlo Simulation ◽  
Exchange Rates ◽  
Conditional Independence ◽  
Nonparametric Test ◽  
Delta Method ◽  
Mixing Conditions ◽  
Test Statistic ◽  
Finite Samples ◽  
Functional Delta Method ◽  
Simulation Results

We propose a nonparametric test of conditional independence based on the weighted Hellinger distance between the two conditional densities, f(y|x,z) and f(y|x), which is identically zero under the null. We use the functional delta method to expand the test statistic around the population value and establish asymptotic normality under β-mixing conditions. We show that the test is consistent and has power against alternatives at distance n−1/2h−d/4. The cases for which not all random variables of interest are continuously valued or observable are also discussed. Monte Carlo simulation results indicate that the test behaves reasonably well in finite samples and significantly outperforms some earlier tests for a variety of data generating processes. We apply our procedure to test for Granger noncausality in exchange rates.

scholarly journals A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE

2015 ◽  
Vol 32 (6) ◽  
pp. 1434-1482 ◽  
Author(s):  
Meng Huang ◽  
Yixiao Sun ◽  
Halbert White
Keyword(s):  
Conditional Independence ◽  
Kernel Smoothing ◽  
Nonparametric Test ◽  
Nuisance Parameters ◽  
Local Power ◽  
Test Statistic ◽  
Conditional Moment ◽  
Finite Samples ◽  
Monte Carlo Experiments ◽  
Logistic Functions

This paper proposes a nonparametric test for conditional independence that is easy to implement, yet powerful in the sense that it is consistent and achieves n−1/2 local power. The test statistic is based on an estimator of the topological “distance” between restricted and unrestricted probability measures corresponding to conditional independence or its absence. The distance is evaluated using a family of Generically Comprehensively Revealing (GCR) functions, such as the exponential or logistic functions, which are indexed by nuisance parameters. The use of GCR functions makes the test able to detect any deviation from the null. We use a kernel smoothing method when estimating the distance. An integrated conditional moment (ICM) test statistic based on these estimates is obtained by integrating out the nuisance parameters. We simulate the critical values using a conditional simulation approach. Monte Carlo experiments show that the test performs well in finite samples. As an application, we test an implication of the key assumption of unconfoundedness in the context of estimating the returns to schooling.

A Bayesian Nonparametric Test for Minimal Repair

Technometrics ◽  
2014 ◽  
Vol 56 (3) ◽  
pp. 393-406 ◽  
Author(s):  
Li Li ◽  
Timothy Hanson ◽  
Paul Damien ◽  
Elmira Popova
Keyword(s):  
Nonparametric Test ◽  
Bayesian Nonparametric ◽  
Minimal Repair

DINAMIKA KELOMPOK TANI ANUGERAH MOLLO DI DESA NETPALA KECAMATAN MOLLO UTARA KABUPATEN TIMOR TENGAH SELATAN

2020 ◽  
Vol 21 (1) ◽  
pp. 71-80
Author(s):  
Tanggu Dedo Yeremias ◽  
Ernantje Hendrik ◽  
Ignatius Sinu
Keyword(s):  
Formal Education ◽  
Secondary Data ◽  
Nonparametric Test ◽  
Primary Data ◽  
Economic Factors ◽  
Dynamic Level ◽  
South Central ◽  
Group Members ◽  
Relationship Of ◽  
Socio Economic Factors

ABSTRACT This research has been carried out in the Anugerah Mollo Farmer Group, in Netpala Village, North Mollo District, South Central Timor Regency, starting in March - April 2019. This study aims to determine: (1) The dynamic level of the Anugerah Mollo Farmer Group in Netpala Village, North Mollo District, South Central Timor Regency, (2) Relationship between Socio-economic factors of farmer group members and the level of dynamics of the Anugerah Mollo Farmer Group in Netpala Village, North Mollo District, South Central Timor Regency. Determination of the location of the study carried out intentionally (purposive sampling) The type of data collected is primary data obtained from direct interviews with respondents guided by the questionnaire, while secondary data is obtained from the relevant agencies. To find out the first purpose of the data analyzed using a Likert scale, to find out the second purpose of the data analyzed using the Sperman Rank statistical Nonparametric test. The results of this study indicate that: (1) The level of dynamism of the Anugerah Mollo Farmer Group in Netpala Village, North Mollo District, South Central Timor Regency, is in the very dynamic category of 84%, (2) The relationship of socio-economic factors is only one of the five variables that are significantly related namely land area with a coefficient of rs 0.278 and t = 1.782 count greater than t table 1.699 (p> 0.05), while other social factors such as age, formal education, number of family dependents, and experience of farming show no significant relationship with the level of dynamism of Anugerah Mollo Farmers Group in Netpala Village.

SIALIC ACID IN THE PRIMARY AND DIFFERENTIAL DIAGNOSIS OF LUNG CANCER

2017 ◽  
Vol 63 (6) ◽  
pp. 926-932
Author(s):  
Lyudmila Belskaya ◽  
Viktor Kosenok ◽  
Ж. Массард
Keyword(s):  
Lung Cancer ◽  
Enzyme Activity ◽  
Optimization Problems ◽  
Primary Lung Cancer ◽  
Nonparametric Test ◽  
Nonsmall Cell Lung Cancer ◽  
Group Differences ◽  
Diagnosis Of Lung Cancer ◽  
And Control ◽  
Control Study

So far optimization problems for diagnostics and prognostication aids remained relevant for lung cancer as a leader in the structure of cancers. Objective: a search for regularities of changes in the saliva enzyme activity in patients with nonsmall cell lung cancer. In the case-control study, 505 people took part, divided into 2 groups: primary (lung cancer, n=290) and control (conventionally healthy, n=215). All the participants went through a questionnaire survey, saliva biochemical counts, and a histological verification of their diagnosis. The enzyme activity was measured with spectrophotometry. Between-group differences were measured with the nonparametric test. It was shown that in terms of lung cancer, we observe metabolic changes, described with the decreased de Ritis coefficient (p

Corporate bond defaults are consistent with conditional independence

2010 ◽  
Vol 6 (2) ◽  
pp. 3-35 ◽  
Author(s):  
Florian Kramer ◽  
Gunter Löffler
Keyword(s):  
Conditional Independence ◽  
Corporate Bond
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