New technological advancements combined with powerful computer hardware and high-speed network make big data available.The massive sample size of big data introduces unique computational challenges on scalability and ...New technological advancements combined with powerful computer hardware and high-speed network make big data available.The massive sample size of big data introduces unique computational challenges on scalability and storage of statistical methods.In this paper,we focus on the lack of fit test of parametric regression models under the framework of big data.We develop a computationally feasible testing approach via integrating the divide-and-conquer algorithm into a powerful nonparametric test statistic.Our theory results show that under mild conditions,the asymptotic null distribution of the proposed test is standard normal.Furthermore,the proposed test benefits fromthe use of data-driven bandwidth procedure and thus possesses certain adaptive property.Simulation studies show that the proposed method has satisfactory performances,and it is illustrated with an analysis of an airline data.展开更多
基金This paper was supported by the National Natural Science Foundation of China[grant number 11431006][grant num-ber 11690015]+1 种基金[grant number 11371202][grant number 11622104].
文摘New technological advancements combined with powerful computer hardware and high-speed network make big data available.The massive sample size of big data introduces unique computational challenges on scalability and storage of statistical methods.In this paper,we focus on the lack of fit test of parametric regression models under the framework of big data.We develop a computationally feasible testing approach via integrating the divide-and-conquer algorithm into a powerful nonparametric test statistic.Our theory results show that under mild conditions,the asymptotic null distribution of the proposed test is standard normal.Furthermore,the proposed test benefits fromthe use of data-driven bandwidth procedure and thus possesses certain adaptive property.Simulation studies show that the proposed method has satisfactory performances,and it is illustrated with an analysis of an airline data.
