3 papers
math.ST2026
Asymptotic Distribution-Free Tests for Ultra-high Dimensional Parametric Regressions via Projected Empirical Processes and -value Combination
Falong Tan, Shan Tang, Lixing Zhu
This paper develops a novel methodology for testing the goodness-of-fit of sparse parametric regression models based on projected empirical processes and p-value combination, where…
stat.ME2025
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…
math.ST2025
Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters
Falong Tan, Xu Guo, Lixing Zhu
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of…