a School of Mathematical Sciences, Capital Normal University, Beijing, People's Republic of China;b School of Statistics, Capital University of Economics and Business, Beijing, People's Republic of China
a School of Mathematical Sciences, Capital Normal University, Beijing, People's Republic of China
hjcui@bnu.edu.cn
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.