Tests for high-dimensional single-index models
Author:
Affiliation:
1. Center for Statistical Science and Department of Industrial Engineering, Tsinghua University
2. School of Statistics, Beijing Normal University
3. Department of Statistics, Hunan University
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference31 articles.
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3. Chernozhukov, V., D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W. Newey, and J. Robins (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal 21(1), C1–C68.
4. Cui, H., W. Guo, and W. Zhong (2018). Test for high-dimensional regression coefficients using refitted cross-validation variance estimation. The Annals of Statistics 46(3), 958–988.
5. Ducharme, G. R. and P. L. de Micheaux (2020). A goodness-of-fit test for elliptical distributions with diagnostic capabilities. Journal of Multivariate Analysis 178, 104602.
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