Tests for regression coefficients in high dimensional partially linear models

被引：6
|
作者：
Liu, Yan [1 ,2 ]
Zhang, Sanguo [1 ,2 ]
Ma, Shuangge [3 ]
Zhang, Qingzhao [4 ]
机构：
[1] Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
[2] Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing, Peoples R China
[3] Yale Univ, Dept Biostat, New Haven, CT 06520 USA
[4] Xiamen Univ, Sch Econ, Wang Yanan Inst Studies Econ, MOE Key Lab Econ & Fujian Key Lab Stat, Xiamen, Fujian, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2020年 / 163卷
基金：
北京市自然科学基金; 美国国家卫生研究院; 中国国家自然科学基金;
关键词：
High-dimensional analysis; Partially linear models; Regression coefficients; U-statistics; EMPIRICAL LIKELIHOOD TEST; RATES;
D O I：
10.1016/j.spl.2020.108772
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页数：6
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