This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we propose a new test statistic and show that its asymptotic distribution is $\chi^2$ distribution whose degree of freedom does not depend on the unknown population distribution. We further conduct power analysis under local alternative hypotheses. In addition, we study how to control the false discovery rate of the proposed $\chi^2$ tests, which are correlated, to identify important predictors under a model-free framework. To this end, we propose a multiple testing procedure and establish its theoretical guarantees. Monte Carlo simulation studies are conducted to assess the performance of the proposed tests and an empirical analysis of a real-world data set is used to illustrate the proposed methodology.
翻译:本文旨在为高维数据制定一个有效的无模型推断程序。我们首先通过足够的维度减少框架重新提出假设测试问题。我们提出一个新的测试统计,并表明其无药可治分布为1美元=2美元,其自由程度不取决于未知的人口分布。我们进一步根据当地替代假设进行权力分析。此外,我们研究如何控制与拟议中1美元=2美元的测试的虚假发现率,这些测试是相关的,以便在无模型框架内确定重要的预测器。为此,我们提出一个多重测试程序,并确立理论保证。进行蒙特卡洛模拟研究,以评估拟议测试的绩效,并用实世数据集的经验分析来说明拟议方法。