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stat.ME2026
Model Checking for Regressions Based on Weighted Residual Processes with Diverging Number of Predictors
Yue Hu, Haiqi Li, Xintao Xia
The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension set…
stat.ME2022
Testing the parametric form of the conditional variance in regressions based on distance covariance
Yue Hu, Haiqi Li, Falong Tan
In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inh…