• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Yang, X. (Yang, X..) | Yan, Q. (Yan, Q..) | Wu, M. (Wu, M..)

Indexed by:

Scopus SCIE

Abstract:

Model checking is essential for making reliable statistical inferences. For massive datasets, we develop a new distributed method for testing parametric single-index models by integrating the divide and conquer strategy into the dimension reduction model-adaptive (DRMA) test. A distributed method for the determination of the structural dimension is also proposed. The asymptotic behaviors of the proposed test statistic under the null and alternative model are derived, which shows that the proposed test has the same limiting behavior of the DRMA test based on the entire dataset. In addition, the proposed test achieves adaptive rate-optimality using the sample-splitting strategy for selecting bandwidth. Our simulation results and a data illustration demonstrate that the proposed test performs better than the existing tests for massive datasets, especially when the dimension of covariates is large. © 2023 Elsevier B.V.

Keyword:

Model checking Dimension reduction Massive datasets

Author Community:

  • [ 1 ] [Yang X.]College of Statistics and Data Science, Faculty of Science, Beijing University of Technology, China
  • [ 2 ] [Yan Q.]College of Statistics and Data Science, Faculty of Science, Beijing University of Technology, China
  • [ 3 ] [Wu M.]College of Statistics and Data Science, Faculty of Science, Beijing University of Technology, China

Reprint Author's Address:

Email:

Show more details

Related Keywords:

Source :

Journal of Statistical Planning and Inference

ISSN: 0378-3758

Year: 2023

Volume: 227

Page: 129-145

0 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:9

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 11

Affiliated Colleges:

Online/Total:748/10589581
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.