Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation and adaptive-to-model testing for regressions with diverging
  number of predictors   The research described in this paper is motivated by model checking for
parametric single-index models with diverging number of predictors. To
construct a test statistic, we first study the asymptotic property of the
estimators of involved parameters of interest under the null and alternative
hypothesis when the dimension is divergent to infinity as the sample size goes
to infinity. For the testing problem, we study an adaptive-to-model
residual-marked empirical process as the basis for constructing a test
statistic. By modifying the approach in the literature to suit the diverging
dimension settings, we construct a martingale transformation. Under the null,
local and global alternative hypothesis, the weak limits of the empirical
process are derived and then the asymptotic properties of the test statistic
are investigated. Simulation studies are carried out to examine the performance
of the test.

0
The categories of this paper are: hep-ph
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
1
The categories of this paper are: cs
37
The categories of this paper are: supr-con
23
The categories of this paper are: solv-int
33
The categories of this paper are: plasm-ph
14
The categories of this paper are: math-ph
17
The categories of this paper are: q-fin
22
The categories of this paper are: chao-dyn
18
The categories of this paper are: econ
19
The categories of this paper are: eess
9
The categories of this paper are: nlin
24
The categories of this paper are: dg-ga
10
The categories of this paper are: q-bio
36
The categories of this paper are: cmp-lg