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stat.ME2024
A Two-Step Projection-Based Goodness-of-Fit Test for Ultra-High Dimensional Sparse Regressions
Falong Tan, Jie Liu, Heng Peng +1
This paper proposes a novel two-step strategy for testing the goodness-of-fit of parametric regression models in ultra-high dimensional sparse settings, where the predictor dimensi…
stat.ME2023
The conditionally studentized test for high-dimensional parametric regressions
Feng Liang, Chuhan Wang, jiaqi Huang +1
This paper studies model checking for general parametric regression models having no dimension reduction structures on the predictor vector. Using any U-statistic type test as an i…
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…