(2018). Kernel-based tests for joint independence. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 80(1):5-31. 1Pfister, N., Buhlmann, P., Scholkopf, B. and Peters, J. (2017) Kernel-based tests for joint independence. Journal of the Royal Statistical ...
2018. "Kernel-Based Tests for Joint Independence." Journal of the Royal Statistical Society Series B 80 (1): 5-31.Pfister, N., Buhlmann, P., Scholkopf, B., and Peters, J. (2018). Kernel-based tests for joint inde- pendence. J. R. Stat. Soc. Ser. B. Stat. Methodol., 80(1...
joint independencereproducing kernel Hilbert spaceThis work investigates the problem of testing whether d functional random variables are jointly independent, using a modified estimator of the d-variable Hilbert Schmidt Indepedence Criterion (dHSIC). We then get the asymptotic normality of this estimator...