Conditional mean and quantile dependence testing in high dimension

DOI10.1214/17-AOS1548zbMath1412.62047arXiv1701.08697MaRDI QIDQ1747737

Shun Yao, Xianyang Zhang, Xiao-Feng Shao

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.08697

zbMATH Keywords

U-statisticssimultaneous testlarge-\(p\)-small-\(n\)martingale difference divergence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (21)

A robust and nonparametric two-sample test in high dimensions ⋮ Quantile Martingale Difference Divergence for Dimension Reduction ⋮ Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence ⋮ Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances ⋮ A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression ⋮ Reprint: Hypothesis testing on high dimensional quantile regression ⋮ Hypothesis testing on high dimensional quantile regression ⋮ Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening ⋮ General jackknife empirical likelihood and its applications ⋮ Dimension-agnostic inference using cross U-statistics ⋮ Independence tests with random subspace of two random vectors in high dimension ⋮ A kernel-based measure for conditional mean dependence ⋮ Conditional mean and quantile dependence testing in high dimension ⋮ Distance-based and RKHS-based dependence metrics in high dimension ⋮ Nonparametric conditional mean testing via an extreme-type statistic in high dimension ⋮ Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data ⋮ On the test of covariance between two high-dimensional random vectors ⋮ A test of U-type for goodness-of-fit in regression models through martingale difference divergence ⋮ Martingale-difference-divergence-based tests for goodness-of-fit in quantile models ⋮ Asymptotic distributions of high-dimensional distance correlation inference ⋮ A new framework for distance and kernel-based metrics in high dimensions

Uses Software

• GSA

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