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A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models - MaRDI portal

A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models (Q6628096)

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scientific article; zbMATH DE number 7934619
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English
A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models
scientific article; zbMATH DE number 7934619

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    A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models (English)
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    29 October 2024
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    consistent test
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    curse of dimensionality
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    dimensionality reduction
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    empirical process
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    integrated condition moment
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    uncountable moments restriction
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