2 papers
math.ST2019
Integrated conditional moment test and beyond: when the number of covariates is divergent
Falong Tan, Lixing Zhu
The classic integrated conditional moment test is a promising method for testing regression model misspecification. However, it severely suffers from the curse of dimensionality. T…
stat.ME2017
Estimation and adaptive-to-model testing for regressions with diverging number of predictors
Falong Tan, Lixing Zhu
The research described in this paper is motivated by model checking for parametric single-index models with diverging number of predictors. To construct a test statistic, we first…