Tests for regression coefficients in high dimensional partially linear models.
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ABSTRACT:
SUBMITTER: Liu Y
PROVIDER: S-EPMC7236654 | biostudies-literature | 2020 Aug
REPOSITORIES: biostudies-literature
Publications
Tests for regression coefficients in high dimensional partially linear models.
Liu Yan Y Zhang Sanguo S Ma Shuangge S Zhang Qingzhao Q
Statistics & probability letters 20200409
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. ...[more]
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