Integrated conditional moment test and beyond: when the number of covariates is divergent (Q5030110)

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scientific article; zbMATH DE number 7474104
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Integrated conditional moment test and beyond: when the number of covariates is divergent
scientific article; zbMATH DE number 7474104

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    Integrated conditional moment test and beyond: when the number of covariates is divergent (English)
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    15 February 2022
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    adaptive-to-model test
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    dimension reduction
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    integrated conditional moment test
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    least squares estimation
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    model checking
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    wild bootstrap
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