2 papers
stat.ME2026
Kernel-based independence and mean independence tests for weakly dependent data
Daniel Diz-Castro, Manuel Febrero-Bande, Wenceslao González-Manteiga
We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature t…
stat.ME2025
A kernel-based framework for covariate significance tests in nonparametric regression
Daniel Diz-Castro, Manuel Febrero-Bande, Wenceslao González-Manteiga
It is well known that nonparametric regression estimation and inference procedures are subject to the curse of dimensionality. Moreover, model interpretability usually decreases wi…