2 papers
math.ST2018
Testing for Conditional Mean Independence with Covariates through Martingale Difference Divergence
Ze Jin, Xiaohan Yan, David S. Matteson
As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mea…
stat.ME2018
Independent Component Analysis via Energy-based and Kernel-based Mutual Dependence Measures
Ze Jin, David S. Matteson
We apply both distance-based (Jin and Matteson, 2017) and kernel-based (Pfister et al., 2016) mutual dependence measures to independent component analysis (ICA), and generalize dCo…