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

DOI10.1093/BIOMET/ASAB009OpenAlexW3133007628MaRDI QIDQ5030110

Falong Tan, Li Xing Zhu

Publication date: 15 February 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08011

zbMATH Keywords

dimension reductionmodel checkingleast squares estimationwild bootstrapadaptive-to-model testintegrated conditional moment test

Mathematics Subject Classification ID

Statistics (62-XX)

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