Asymptotic normality of an estimator of kernel-based conditional mean dependence measure
Statistics Theory
2022-07-27 v1 Statistics Theory
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.
Keywords
Cite
@article{arxiv.2207.13012,
title = {Asymptotic normality of an estimator of kernel-based conditional mean dependence measure},
author = {Terence Kevin Manfoumbi Djonguet and Guy Martial Nkiet},
journal= {arXiv preprint arXiv:2207.13012},
year = {2022}
}