Testing covariates in high dimension linear regression with latent factors (Q901275): Difference between revisions

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-.1016/j.jmva.2015.10.013
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Common risk factors in the returns on stocks and bonds
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+Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
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+High-dimensional covariance matrix estimation in approximate factor models
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+Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
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+Testing covariates in high-dimensional regression
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+Strong laws of large numbers for weakly correlated random variables
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+<i>p</i>-Values for High-Dimensional Regression
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+Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
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+Factor profiled sure independence screening
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+High-dimensional variable selection
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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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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@@ Property / DOI @@
+.1016/J.JMVA.2015.10.013
@@ Property / DOI: 10.1016/J.JMVA.2015.10.013 / rank @@
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