Comments on: Nonparametric inference with generalized likelihood ratio tests IV

• Autores: John Lafferty, Larry Wasserman
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 16, Nº. 3, 2007, págs. 453-455
• Idioma: inglés
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• Resumen

  • We discuss the issues raised by Fan and Jiang in the context of high dimensional models and argue that fitting sparse nonparametric models might be preferable to hypothesis testing.