Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Heng-Jian Cui / rank
Normal rank
 
Property / author
 
Property / author: WenWen Guo / rank
Normal rank
 
Property / author
 
Property / author: Heng-Jian Cui / rank
 
Normal rank
Property / author
 
Property / author: WenWen Guo / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4882268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Sample Test of High Dimensional Means Under Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A two-sample test for high-dimensional data with applications to gene-set testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for High-Dimensional Covariance Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for high-dimensional regression coefficients using refitted cross-validation variance estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sure Independence Screening for Ultrahigh Dimensional Feature Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Against a High Dimensional Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feature Screening via Distance Correlation Learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail dependence for elliptically contoured distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for the mean vector with fewer observations than the dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A High-Dimensional Nonparametric Multivariate Test for Mean Vector / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized \(F\) test for high dimensional linear regression coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new test for part of high dimensional regression coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation tests for high-dimensional data using extended cross-data-matrix methodology / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sparsity and bias of the LASSO selection in high-dimensional linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for High-Dimensional Regression Coefficients With Factorial Designs / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 01:18, 16 July 2024

scientific article
Language Label Description Also known as
English
Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
scientific article

    Statements

    Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (English)
    0 references
    0 references
    0 references
    0 references
    29 June 2018
    0 references
    high-dimensional regression
    0 references
    hypothesis testing
    0 references
    martingale central limit theorem
    0 references
    refitted cross-validation variance estimation
    0 references
    U-statistics
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references