A link-free method for testing the significance of predictors

DOI10.1016/J.JMVA.2010.10.013MaRDI QIDQ631622zbMATH OpenOpenAlexFDO

Authors Peng Zeng

Publication date 14 March 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2010.10.013

zbMATH Keywords

Fourier transformvariable selectionnonparametric hypothesis testingweighted chi-squared distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Least angle regression. (With discussion)
• Model-Free Variable Selection
• Multivariate adaptive regression splines
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• Reweighting to Achieve Elliptically Contoured Covariates in Regression
• Search for significant variables in nonparametric additive regression
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• Synthesis of variance
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Testing for independence by the empirical characteristic function
• Testing predictor contributions in sufficient dimension reduction.
• The Edgeworth expansion for U-statistics of degree two
• Variable Selection and Model Building via Likelihood Basis Pursuit
• Variable selection for the single-index model
• Variable selection in nonparametric regression with continuous covariates

Cited in

(1)

• An Adaptive Resampling Test for Detecting the Presence of Significant Predictors

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