The exact equivalence of distance and kernel methods in hypothesis testing
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DOI: 10.1007/s10182-020-00378-1
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- Xu, Kai & Cheng, Qing, 2024. "Test of conditional independence in factor models via Hilbert–Schmidt independence criterion," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
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Keywords
Distance covariance; Hilbert-Schmidt independence criterion; Strong negative-type metric; Characteristic kernel;All these keywords.
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