Abstract
In this thesis, we construct test statistic for association test and independence test in high dimension, respectively, and study the corresponding theoretical properties under some regularity conditions. Meanwhile, we propose a nonparametric variable screening procedure for sparse additive model with multivariate response in untra-high dimension and established some screening properties.
Disclosure statement
No potential conflict of interest was reported by the authors.
Additional information
Notes on contributors
Yongshuai Chen
Yongshuai Chen is a young teacher of Capital University of Economics and Business.
Hengjian Cui
Hengjian Cui is a Professor of Capital Normal University.