{"id":"W2109098759","doi":"10.1080/10485252.2014.945447","title":"Nonparametric tests for conditional independence using conditional distributions","year":2014,"lang":"en","type":"article","venue":"Journal of nonparametric statistics","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Mathematics; Test statistic; Conditional probability distribution; Econometrics; Nonparametric statistics; Granger causality; Conditional independence; Statistics; Conditional variance; Statistic; Null distribution; Statistical hypothesis testing; Volatility (finance); Autoregressive conditional heteroskedasticity","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.002167845,0.0002149984,0.0006658531,0.001093566,0.000232192,0.000134772,0.0003512441,0.0001797639,0.0004114192],"category_scores_gemma":[0.009976829,0.0002391009,0.0002280137,0.001229586,0.0001522382,0.0002841749,0.00004611674,0.000402663,0.00002330108],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003360137,"about_ca_system_score_gemma":0.0001622089,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003384924,"about_ca_topic_score_gemma":0.000005065467,"domain_scores_codex":[0.9975048,0.00005237009,0.001526917,0.0003011454,0.0002397728,0.0003749571],"domain_scores_gemma":[0.9940745,0.002838848,0.001806207,0.0002487953,0.000800763,0.0002308785],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009374713,0.0004765663,0.1656452,0.0000935733,0.0001935138,0.00001073008,0.00002258051,0.001740822,0.00001813839,0.8213457,0.00832147,0.002037935],"study_design_scores_gemma":[0.00106505,0.0002842328,0.1083047,0.00001212414,0.00004435483,0.00009018221,0.000007573559,0.3795156,0.000008161233,0.501501,0.008925716,0.0002412137],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05800841,0.0002735746,0.9301218,0.0000820183,0.0006137732,0.0002122009,0.01006189,0.000009015469,0.0006172535],"genre_scores_gemma":[0.8270789,0.00003644014,0.1720939,0.0001004643,0.0002709157,0.000007242521,0.000312191,0.00002111847,0.00007878572],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7690705,"threshold_uncertainty_score":0.9983625,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04700087987999699,"score_gpt":0.2982396041489817,"score_spread":0.2512387242689846,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}