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Test for high dimensional partially linear models
Communications in Statistics - Theory and Methods ( IF 0.6 ) Pub Date : 2021-01-06 , DOI: 10.1080/03610926.2020.1861297
Xiangyong Tan 1
Affiliation  

Abstract

In this paper, we study the hypothesis test for regression coefficients of partially linear models when the number of covariates in the linear part diverges. We propose a U-type test statistic. Asymptotic properties of the proposed test statistic are derived under null and local alternative on mild conditions. Extensive numerical examples are presented to demonstrate the advantages of the proposed test statistic for finite sample size.



中文翻译:

测试高维部分线性模型

摘要

在本文中,我们研究了当线性部分中的协变量数量发散时,部分线性模型的回归系数的假设检验。我们提出了一个U型检验统计量。所提出的检验统计量的渐近特性是在温和条件下的零和局部替代下得出的。给出了大量的数值例子来证明所提出的测试统计量对于有限样本量的优势。

更新日期:2021-01-06
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