Breaking the curse of dimensionality in nonparametric testing
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Recommendations
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Cites work
- L^ 1-theory of approximation by ridge functions
- A Conditional Kolmogorov Test
- A Consistent Conditional Moment Test of Functional Form
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent test of functional form via nonparametric estimation techniques
- A simple consistent bootstrap test for a parametric regression function
- Adaptive hypothesis testing using wavelets
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- An equality test across nonparametric regressions
- An estimate on the supremum of a nice class of stochastic integrals and U-statistics
- Asymptotic Theory of Integrated Conditional Moment Tests
- Breaking the curse of dimensionality in nonparametric testing
- Comparing nonparametric versus parametric regression fits
- Consistent Estimation of Scaled Coefficients
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent specification testing for conditional moment restrictions
- Consistent Specification Testing Via Nonparametric Series Regression
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Curve estimation when the design density is low
- Data-driven rate-optimal specification testing in regression models
- Dimension-reduction type test for linearity of a stochastic regression model
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Global power functions of goodness of fit tests.
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 2063755 (Why is no real title available?)
- scientific article; zbMATH DE number 1932856 (Why is no real title available?)
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions
- Nonparametric checks for single-index models
- Nonparametric model checks for regression
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric smoothing and lack-of-fit tests
- On a Heuristic Method of Test Construction and its use in Multivariate Analysis
- On the Power of Bootstrapped Specification Tests
- OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
- Optimal rates of convergence for nonparametric estimators
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Significance testing in nonparametric regression based on the bootstrap.
- Simulation and the Asymptotics of Optimization Estimators
- Testing additivity in generalized nonparametric regression models with estimated parameters
- U-processes: Rates of convergence
- Unified approach to testing functional hypotheses in semiparametric contexts
Cited in
(41)- A lack-of-fit test for quantile regression models with high-dimensional covariates
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
- Dimension reduction-based significance testing in nonparametric regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?
- Testing for lack-of-fit in functional regression models against general alternatives
- No effect tests in regression on functional variable and some applications to spectrometric studies
- Model checks for functional linear regression models based on projected empirical processes
- Adaptive-to-model checking for regressions with diverging number of predictors
- An adaptive-to-model test for partially parametric single-index models
- A minimum projected-distance test for parametric single-index Berkson models
- A goodness-of-fit test for variable-adjusted models
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Model diagnosis for parametric regression in high-dimensional spaces
- An updated review of goodness-of-fit tests for regression models
- Using Randomization to Break the Curse of Dimensionality
- A Review on Dimension-Reduction Based Tests For Regressions
- Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension
- scientific article; zbMATH DE number 7376760 (Why is no real title available?)
- Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- Model checks for nonparametric regression with missing data: a comparative study
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets
- Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
- Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
- Structural test in regression on functional variables
- A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models
- Encompassing tests for nonparametric regressions
- Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters
- Testing mean independence with functional covariate
- A kernel approach for extending nonparametric multivariate analysis of variance in high-dimensional settings
- Improved model checking methods for parametric models with responses missing at random
- A comparative review of specification tests for diffusion models
- A link function specification test in the single functional index model
- Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method
- Testing the simplifying assumption in high-dimensional vine copulas
- Breaking the curse of dimensionality in nonparametric testing
- SpeTestNP
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