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Tests for regression coefficients in high dimensional partially linear models
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2020-08-01 , DOI: 10.1016/j.spl.2020.108772
Yan Liu 1, 2 , Sanguo Zhang 1, 2 , Shuangge Ma 3 , Qingzhao Zhang 4
Affiliation  

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-sample performance.

中文翻译:

高维部分线性模型中回归系数的检验

我们建议对高维部分线性模型中的回归系数进行 U 统计检验。此外,将所提出的方法扩展到测试部分系数。建立检验统计量的渐近分布。模拟研究证明了令人满意的有限样本性能。
更新日期:2020-08-01
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