Tests for high-dimensional single-index models
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Publication:2681748
DOI10.1214/23-EJS2109MaRDI QIDQ2681748FDOQ2681748
Authors: Leheng Cai, Xu Guo, Falong Tan, Gaorong Li
Publication date: 6 February 2023
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-1/Tests-for-high-dimensional-single-index-models/10.1214/23-EJS2109.full
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Cites Work
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities
- Expectation of quadratic forms in normal and nonnormal variables with applications
- Group inference in high dimensions with applications to hierarchical testing
- High dimensional covariance matrix estimation using a factor model
- \(p\)-values for high-dimensional regression
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature screening via distance correlation learning
- Double/debiased machine learning for treatment and structural parameters
- Testing Against a High Dimensional Alternative
- High-dimensional variable selection
- Title not available (Why is that?)
- Two-Sample Test of High Dimensional Means Under Dependence
- Tests for high dimensional generalized linear models
- Stable direction recovery in single-index models with a diverging number of predictors
- Robust rank correlation based screening
- Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
- Tests for high-dimensional regression coefficients with factorial designs
- Testing covariates in high-dimensional regression
- Rank-based score tests for high-dimensional regression coefficients
- A test for elliptical symmetry
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Transformation-based estimation
- Title not available (Why is that?)
Cited In (6)
- Single-index modulated multiple testing
- Tests for high-dimensional generalized linear models under general covariance structure
- Robust inference for high‐dimensional single index models
- Threshold single index regression model from high-dimensional data
- A hybrid omnibus test for generalized semiparametric single‐index models with high‐dimensional covariate sets
- Title not available (Why is that?)
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