A post-screening diagnostic study for ultrahigh dimensional data

DOI10.1016/j.jeconom.2022.09.005OpenAlexW4309531784MaRDI QIDQ6150515

Yaowu Zhang, Li-ping Zhu, Yeqing Zhou

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.09.005

zbMATH Keywords

conditional independencesufficient dimension reductionsure screening propertylack-of-fit testultrahigh dimensionality

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Comment

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