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
Categories
Funding
- National Natural Science Foundation of China [11971404]
- Humanity and Social Science Youth Foundation of Ministry of Education of China [19YJC910010]
- Beijing Natural Science Foundation [Z190004]
- University of Chinese Academy of Sciences [Y95401TXX2]
- National Institutes of Health [CA204120]
Ask authors/readers for more resources
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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available