Cheng, Yu-Hsiang; Huang, Tzee-Ming - In: Journal of Multivariate Analysis 107 (2012) C, pp. 210-226
In Huang (2010) [8], a test of conditional independence based on maximal nonlinear conditional correlation is proposed and the asymptotic distribution for the test statistic under conditional independence is established for IID data. In this paper, we derive the asymptotic distribution for the...