3 citations · 7 across the 13 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
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…
math.ST2022
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…