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高维均值向量的投影检验AI 解读

-test under normality assumption. To mitigate the power loss due to data-splitting, we further propose an online framework, which iteratively updates the estimation of projection direction when new observations arrive. We show that this online-style projection test asymptotically converges to the standard normal distribution. Various simulation studies as well as a real data example show that the proposed online-style projection test retains the type I error rate well and is…

区间响应的特征筛选：招聘工资与技能要求的关联AI 解读

It is important to quantify the differences in returns to skills using the online job advertisements data, which have attracted great interest in both labor economics and statistics fields. In this paper, we study the relationship between the posted salary and the job requirements in online labor markets. There are two challenges to deal with. First, the posted salary is always presented in an interval-valued form, for example, 5k-10k yuan per month. Simply taking the…

利用 Knockoff 特征进行无模型特征筛选与错误发现率控制AI 解读

This article proposes a model-free and data-adaptive feature screening method for ultrahigh-dimensional data. The proposed method is based on the projection correlation which measures the dependence between two random vectors. This projection correlation based method does not require specifying a regression model, and applies to data in the presence of heavy tails and multivariate responses. It enjoys both sure screening and rank consistency properties under weak…