An adaptive-to-model distributed hybrid test for conditional independence
摘要
In this paper, we propose a distributed test for conditional independence. To this end, we develop a distributed groupwise least squares estimation for the groupwise central dimension reduction subspace to identify the dimension of the underlying model structure. The test is an adaptive-to-model hybrid of two simple distributed tests. The dimension identification automatically adapts the test to the underlying model so that it is an omnibus test with a tractable limiting null distribution. It can detect the local alternatives distinct from the null hypothesis at a rate as close to