4.2 Article

Tests for regression coefficients in high dimensional partially linear models

Journal

STATISTICS & PROBABILITY LETTERS
Volume 163, Issue -, Pages -

Publisher

ELSEVIER
DOI: 10.1016/j.spl.2020.108772

Keywords

High-dimensional analysis; Partially linear models; Regression coefficients; U-statistics

Funding

  1. National Natural Science Foundation of China [11971404]
  2. Humanity and Social Science Youth Foundation of Ministry of Education of China [19YJC910010]
  3. Beijing Natural Science Foundation [Z190004]
  4. University of Chinese Academy of Sciences [Y95401TXX2]
  5. National Institutes of Health [CA204120]

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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.

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