3 citations · 7 across the 13 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
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…
A projection-based adaptive-to-model test for regressions
Falong Tan, Xuehu Zhu, Lixing Zhu
A longstanding problem of existing empirical process-based tests for regressions is that when the number of covariates is greater than one, they either have no tractable limiting n…