A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2010; you can also visit the original URL.
The file type is
This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown ...nite dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution free while retaining computational convenience. Some results from Monte Carlo simulations are presented and discussed.doi:10.2139/ssrn.1012853 fatcat:5b4xolphdrbplcjziwgmm5rhpm