Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
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Cites work
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Martingale difference correlation and its use in high-dimensional variable screening
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- Nearly unbiased variable selection under minimax concave penalty
- Partial martingale difference correlation
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- Unified Empirical Likelihood Ratio Tests for Functional Concurrent Linear Models and the Phase Transition from Sparse to Dense Functional Data
- Variable selection in nonparametric functional concurrent regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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