Webtesting problem in high-dimensional single-index model. Suitable test statistic is introduced and its asymptotic normality is also established. The paper is organized as follows. In Section 2, we develop the high-dimensional score test and study its asymptotic distributions. We introduce the two-stage procedure in Section 3. Web3 de out. de 2024 · High-dimensional non-gaussian single index models via thresholded score function estimation. In International Conference on Machine Learning, pages 3851-3860. PMLR.
Inference In General Single-Index Models Under High-dimensional ...
Web11 de abr. de 2024 · Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models. However, this kind of test suffers from the curse of dimensionality, resulting in slow convergence, especially for functional data with infinite … Web2 de fev. de 2024 · PDF On Feb 2, 2024, Leheng Cai and others published Tests for high-dimensional single-index models * Find, read and cite all the research you need on … react to pdf typescript
Inference In General Single-Index Models Under High-dimensional …
Web27 de mar. de 2024 · Abstract. In this article, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and … WebNon-Gaussian Single Index Models via Thresholded Score Function Estimation 1.1. Challenges of the Single Index Models There are significant challenges that appear … Webmodel via SGD with non-stationary, high-dimensional streaming data. Shi et al. (2024) in-troduced a valid inference method for single or low-dimensional regression coefficients … how to stop a company being dissolved