کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097273 | 1376579 | 2008 | 20 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Breaking the curse of dimensionality in nonparametric testing
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Breaking the curse of dimensionality in nonparametric testing Breaking the curse of dimensionality in nonparametric testing](/preview/png/5097273.png)
چکیده انگلیسی
For tests based on nonparametric methods, power crucially depends on the dimension of the conditioning variables, and specifically decreases with this dimension. This is known as the “curse of dimensionality”. We propose a new general approach to nonparametric testing in high dimensional settings and we show how to implement it when testing for a parametric regression. The resulting test behaves against directional local alternatives almost as if the dimension of the regressors was one. It is also almost optimal against classes of one-dimensional alternatives for a suitable choice of the smoothing parameter. The test performs well in small samples compared to several other tests.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 143, Issue 1, March 2008, Pages 103-122
Journal: Journal of Econometrics - Volume 143, Issue 1, March 2008, Pages 103-122
نویسندگان
Pascal Lavergne, Valentin Patilea,