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Conditional Independence Is Not (Quite) Pointwise Testable

Sutherland, Danica J.
arXiv (All) · Papers
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statistics-theory
Shah and Peters showed that a conditional independence test with finite-sample or uniformly-controlled level has only trivial power against any alternative. Most practical tests, however, only claim pointwise asymptotic level. There have been incorrect claims in the literature of conditional indepen
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