A Kernel Test for Three-Variable Interactions
Published in London School of Economics and Political Science Research Online (London School of Economics and Political Science) • Jun 10, 2013
NobleIDNI9P55W99R70S59
Authors:,,
Dino Sejdinović
Arthur Gretton
Wicher Bergsma
Abstract
We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful interaction tests, which ar...
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