Testing conditional quantile independence with functional covariate.
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DOI: 10.1093/biomtc/ujae036
Abstract: We propose a new non-parametric conditional independence test for a scalar response and a functional covariate over a continuum of quantile levels. We build a Cramer-von Mises type test statistic based on an empirical process… read more here.
Keywords: covariate; test statistic; functional covariate; independence ... See more keywords