Adaptive-to-model checking for regressions with diverging number of predictors
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Publication:2313276
DOI10.1214/18-AOS1735zbMath1425.62069arXiv1706.07664WikidataQ127817391 ScholiaQ127817391MaRDI QIDQ2313276
Publication date: 18 July 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.07664
empirical processsufficient dimension reductionmartingale transformationadaptive-to-model testdiverging number of predictorsparametric single-index models
Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Non-Markovian processes: hypothesis testing (62M07)
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Adaptive-to-Model Hybrid of Tests for Regressions ⋮ Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach ⋮ Unnamed Item ⋮ Model-Free Forward Screening Via Cumulative Divergence ⋮ Adaptive-to-model checking for regressions with diverging number of predictors
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