= Rajen D. Shah
{c}
<Rajen D. Shah> develops <statistical inference> for high-dimensional data. His author publication list verifies work on <regression>, model checking and testing <conditional independence>.https://www.statslab.cam.ac.uk/~rds37/[Author research publications]{ref}
With <Jonas Peters>, he introduced the <generalized covariance measure statistic>, based on the covariance of residuals after each response is regressed on the same conditioning variables. The resulting <hypothesis test> combines regression estimates with a calibrated covariance statistic. Their accompanying impossibility result explains why unrestricted distribution-free <conditional independence> testing needs additional structure; the regression-based method instead states approximation and moment assumptions explicitly.<The Hardness of Conditional Independence Testing and the Generalised Covariance Measure by Rajen D. Shah and Jonas Peters>[Introduction and Section3.1]{ref}
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