Testing a single regression coefficient in high dimensional linear models (Q311657): Difference between revisions

@@ Property / author @@
-Run-Ze Li
@@ Property / author: Run-Ze Li / rank @@
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@@ Property / author @@
-Chih-Ling Tsai
@@ Property / author: Chih-Ling Tsai / rank @@
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@@ Property / author @@
-Run-Ze Li
@@ Property / author: Run-Ze Li / rank @@
-Normal rank
@@ Property / author @@
+Run-Ze Li
@@ Property / author: Run-Ze Li / rank @@
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@@ Property / author @@
+Chih-Ling Tsai
@@ Property / author: Chih-Ling Tsai / rank @@
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+https://doi.org/10.1016/j.jeconom.2016.05.016
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+W2425223249
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Regularized estimation of large covariance matrices
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+Statistical significance in high-dimensional linear models
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+Consistent variable selection in high dimensional regression via multiple testing
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+High Dimensional Variable Selection via Tilting
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+Testing Against a High Dimensional Alternative
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+A Direct Approach to False Discovery Rates
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+Scaled sparse linear regression
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+Tests for High-Dimensional Regression Coefficients With Factorial Designs
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+Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
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+Publication:311657