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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…
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…