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The minimax rate of HSIC estimation for translation-invariant kernel

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  • Kalinke, Florian
  • Szabo, Zoltan

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  • Kalinke, Florian & Szabo, Zoltan, 2024. "The minimax rate of HSIC estimation for translation-invariant kernel," LSE Research Online Documents on Economics 122819, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:122819
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    File URL: http://eprints.lse.ac.uk/122819/
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    References listed on IDEAS

    as
    1. Shubhadeep Chakraborty & Xianyang Zhang, 2019. "Distance Metrics for Measuring Joint Dependence with Application to Causal Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1638-1650, October.
    2. Niklas Pfister & Peter Bühlmann & Bernhard Schölkopf & Jonas Peters, 2018. "Kernel‐based tests for joint independence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(1), pages 5-31, January.
    3. Zhou, Yang & Chen, Di-Rong & Huang, Wei, 2019. "A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 166-178.
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    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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