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
相关论文
共 50 条
  • [21] Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data
    Yang Yiping
    Xue Liugen
    [J]. RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II, 2009, : 661 - 667
  • [22] Adaptive group bridge estimation for high-dimensional partially linear models
    Xiuli Wang
    Mingqiu Wang
    [J]. Journal of Inequalities and Applications, 2017
  • [23] Distributed debiased estimation of high-dimensional partially linear models with jumps
    Zhao, Yan-Yong
    Zhang, Yuchun
    Liu, Yuan
    Ismail, Noriszura
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2024, 191
  • [24] Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
    Liu, Changqing
    Zhao, Peixin
    Yang, Yiping
    [J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2021, 50 (01) : 163 - 184
  • [25] Adaptive group bridge estimation for high-dimensional partially linear models
    Wang, Xiuli
    Wang, Mingqiu
    [J]. JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017,
  • [26] Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
    Changqing Liu
    Peixin Zhao
    Yiping Yang
    [J]. Journal of the Korean Statistical Society, 2021, 50 : 163 - 184
  • [27] LEARNING RATES FOR PARTIALLY LINEAR FUNCTIONAL MODELS WITH HIGH DIMENSIONAL SCALAR COVARIATES
    Xia, Yifan
    Hou, Yongchao
    He, Xin
    Lv, Shaogao
    [J]. COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2020, 19 (08) : 3917 - 3932
  • [28] SCAD-PENALIZED REGRESSION IN HIGH-DIMENSIONAL PARTIALLY LINEAR MODELS
    Xie, Huiliang
    Huang, Jian
    [J]. ANNALS OF STATISTICS, 2009, 37 (02): : 673 - 696
  • [29] Additivity test on the nonlinear part in partially linear models
    Chokri, Khalid
    Louani, Djamal
    [J]. COMPTES RENDUS MATHEMATIQUE, 2013, 351 (3-4) : 143 - 148
  • [30] AN ADAPTIVE TEST ON HIGH-DIMENSIONAL PARAMETERS IN GENERALIZED LINEAR MODELS
    Wu, Chong
    Xu, Gongjun
    Pan, Wei
    [J]. STATISTICA SINICA, 2019, 29 (04) : 2163 - 2186
12345