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Consistent tests for semiparametric conditional independence

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  • Dai, Shengtao
  • Song, Xiaojun

Abstract

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.

Suggested Citation

  • Dai, Shengtao & Song, Xiaojun, 2025. "Consistent tests for semiparametric conditional independence," Statistics & Probability Letters, Elsevier, vol. 216(C).
    • Handle: RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220
    DOI: 10.1016/j.spl.2024.110253
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    References listed on IDEAS

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