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"Generalized martingale difference divergence: Detecting conditional mean ..."

Lu Li et al. (2023)

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DOI: 10.1016/J.CSDA.2022.107618

access: closed

type: Journal Article

metadata version: 2024-05-07

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Lu Li, Chenlu Ke, Xiangrong Yin, Zhou Yu:
Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening. Comput. Stat. Data Anal. 180: 107618 (2023)

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