Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances

DOI10.1080/01621459.2022.2044334OpenAlexW4213228955MaRDI QIDQ6077602

Run-Ze Li, Kai Xu, Yeqing Zhou, Li-ping Zhu

Publication date: 18 October 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Testing_the_Effects_of_High-Dimensional_Covariates_via_Aggregating_Cumulative_Covariances/19214328

zbMATH Keywords

high dimensionmartingale difference divergenceconditional mean independencecumulative covariance

Mathematics Subject Classification ID

Statistics (62-XX)

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