Asymptotic normality for kernel-based test of conditional mean independence in Hilbert space
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Terence Kevin Manfoumbi Djonguet
Abstract
We propose an estimator of the kernel-based conditional mean dependence measure obtained from an appropriate modification of a naive estimator based on usual empirical estimators. We then get asymptotic normality of this estimator both under conditional mean independence hypothesis and under the alternative hypothesis. A new test for conditional mean independence of random variables valued into Hilbert spaces is then introduced.
(Communicated by Gejza Wimmer)
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© 2025 Mathematical Institute Slovak Academy of Sciences
Artikel in diesem Heft
- Generalized Sasaki mappings in d0-Algebras
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- Comparison of topologies on fundamental groups with subgroup topology viewpoint
- An elementary proof of the generalized Itô formula
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- Advancing reliability and medical data analysis through novel statistical distribution exploration
- Historical notes on the 75th volume of Mathematica Slovaca - Authors of the first issue from 1951
Artikel in diesem Heft
- Generalized Sasaki mappings in d0-Algebras
- On a theorem of Nathanson on Diophantine approximation
- Constructing infinite families of number fields with given indices from quintinomials
- Partitions into two Lehmer numbers in ℤq
- Fundamental systems of solutions of some linear differential equations of higher order
- On k-Circulant matrices involving the Lucas numbers of even index
- Explicit formulae for the Drazin inverse of the sum of two matrices
- On nonoscillation of fractional order functional differential equations with forcing term and distributed delays
- Novel generalized tempered fractional integral inequalities for convexity property and applications
- Convergence of α-Bernstein-Durrmeyer operators about a collection of measures
- The problem of finding eigenvalues and eigenfunctions of boundary value problems for an equation of mixed type
- Orbital Hausdorff dependence and stability of the solution to differential equations with variable structure and non-instantaneous impulses
- Improvements on the Leighton oscillation theorem for second-order dynamic equations
- Topogenous orders on forms
- Comparison of topologies on fundamental groups with subgroup topology viewpoint
- An elementary proof of the generalized Itô formula
- Asymptotic normality for kernel-based test of conditional mean independence in Hilbert space
- Advancing reliability and medical data analysis through novel statistical distribution exploration
- Historical notes on the 75th volume of Mathematica Slovaca - Authors of the first issue from 1951
