Test for high dimensional partially linear models

被引：0
|
作者：
Tan, Xiangyong [1 ]
机构：
[1] Jiangxi Univ Finance & Econ, Sch Stat, 169 East Shuanggang Rd, Nanchang 330013, Jiangxi, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2022年 / 51卷 / 18期
关键词：
B-spline; factor model; high-dimensional test;
D O I：
10.1080/03610926.2020.1861297
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：
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.
引用
收藏
页码：6423 / 6434
页数：12
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