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stat.ME2021
Statistical Inference for Linear Mediation Models with High-dimensional Mediators and Application to Studying Stock Reaction to COVID-19 Pandemic
Xu Guo, Runze Li, Jingyuan Liu +1
Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures fo…
stat.ME2018
Testing heteroscedasticity for regression models based on projections
Falong Tan, Xuejun Jiang, Xu Guo +1
In this paper we propose a new test of heteroscedasticity for parametric regression models and partial linear regression models in high dimensional settings. When the dimension of…