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Tests for regression coefficients in high dimensional partially linear models

We propose a U-statistics test for regression coefficients in high dimensional partially linear models. In addition, the proposed method is extended to test part of the coefficients. Asymptotic distributions of the test statistics are established. Simulation studies demonstrate satisfactory finite-s...

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書目詳細資料
發表在:Stat Probab Lett
Main Authors: Liu, Yan, Zhang, Sanguo, Ma, Shuangge, Zhang, Qingzhao
格式: Artigo
語言:Inglês
出版: 2020
主題:
在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC7236654/
https://ncbi.nlm.nih.gov/pubmed/32431467
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2020.108772
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