{
  "abstract": "VAR-LiNGAM recovers a contemporaneous structure from reduced-form innovations under mutual independence of the underlying structural shocks. Recovery itself and bootstrap stability of the recovered edges are natural post-estimation outputs, but neither directly assesses the identifying independence assumption. We organize post-recovery validation as an ordered, non-compensatory protocol with four layers (reduced-form admissibility, distributional informativeness, independence support and edge persistence) and establish, by a constructive population result, a Monte Carlo experiment under known ground truth and a firm-level Compustat application, that the last two layers are non-nested: an edge can persist under resampling while the recovered shocks remain dependent, and independence can be supported while the leading recovered edge fails to persist. Independence support is classified operationally by a block-permutation dHSIC diagnostic on the recovered shocks, with mutual information as a continuous measure of residual dependence and tail co-exceedance as a complementary extreme-dependence diagnostic. Empirically, the conjunction of no detected independence violation and a reportable persistent leading edge occurs only in a small subset.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2610.25238",
  "author_total": 2,
  "authors": [
    {
      "name": "Tu Anh Doan Nguyen"
    },
    {
      "name": "Alessandro Bucciol"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/6wmc80dd9gmmv.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2610.25238",
  "fulltext_url": null,
  "id": "6wmc80dd9gmmv",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2610.25238",
  "language": null,
  "licence": "LicenseRef-arXiv-nonexclusive-1.0",
  "licence_label": "arXiv licence",
  "licence_source": "article",
  "licence_url": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "econ.EM"
    ],
    [
      "arxiv",
      "stat.ME"
    ],
    [
      "openalex",
      "1702|Bayesian Modeling and Causal Inference"
    ]
  ],
  "openalex": "W7223053098",
  "pdf_url": "https://arxiv.org/pdf/2610.25238",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-18",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/6wmc80dd9gmmv.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:35:49Z",
      "native_id": "2610.25238",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2610.25238"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:stat.ME",
      "subfield": "statistics"
    }
  ],
  "title": "Persistence is not Independence: A structural Credibility Protocol for Distribution based Recovery in VARLiNGAM",
  "title_text": "Persistence is not Independence: A structural Credibility Protocol for Distribution based Recovery in VARLiNGAM",
  "type": "preprint",
  "updated_at": "2026-10-30T12:35:49Z",
  "url": "https://research.draconitic.com/paper/6wmc80dd9gmmv",
  "venue": "arXiv",
  "versions": []
}