Martingale Dependence Tools and Testing for Mixture Cure Models
Computes martingale difference correlation (MDC), martingale difference divergence, and their partial extensions to assess conditional mean dependence. The methods are based on Shao and Zhang (2014) . Additionally, introduces a novel hypothesis test for evaluating covariate effects on the cure rate in mixture cure models, using MDC-based statistics. The methodology is described in Monroy-Castillo et al. (2025, manuscript submitted).