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A PROJECTION-BASED CONSISTENT TEST INCORPORATING DIMENSION-REDUCTION IN PARTIALLY LINEAR MODELS

Sun, ZH; Chen, FF; Liang, H; Ruppert, D

Liang, H (corresponding author), George Washington Univ, Dept Stat, Washington, DC 20052 USA.

STATISTICA SINICA, 2021; 31 (3): 1489

Abstract

We propose a projection-based test to check partially linear models. The proposed test achieves a reduction in dimension and, in the presence of multi......

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