Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028): Difference between revisions

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English	Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension	scientific article

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title

Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (English)

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Computational Statistics and Data Analysis

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publication date

30 May 2022

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zbMATH Keywords

generalized linear model

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Lasso

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pivotal statistic

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sparsity

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2022.107507

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cites work

THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA

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Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism

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Square-root lasso: pivotal recovery of sparse signals via conic programming

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Statistics for high-dimensional data. Methods, theory and applications.

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The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Score Tests for Regression Models

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Higher criticism for detecting sparse heterogeneous mixtures.

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Quantile universal threshold

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Thresholding least-squares inference in high-dimensional regression models

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Bootstrapping Lasso-type estimators in regression 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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Tests for High Dimensional Generalized Linear Models

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Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity

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Detection boundary in sparse regression

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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<i>p</i>-Values for High-Dimensional Regression

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<i>L</i> 1-Regularization Path Algorithm for Generalized Linear Models

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Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection

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Approximation Theorems of Mathematical Statistics

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The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

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Q4864293

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A significance test for the lasso

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The solution path of the generalized lasso

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On asymptotically optimal confidence regions and tests for high-dimensional models

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High-dimensional variable selection

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The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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Model Selection and Estimation in Regression with Grouped Variables

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Linear Hypothesis Testing in Dense High-Dimensional Linear Models

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Identifiers

DOI

10.1016/j.csda.2022.107507

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2143028

@@ Property / cites work @@
+THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA
+Normal rank
@@ Property / cites work @@
+Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
+Normal rank
@@ Property / cites work @@
+Square-root lasso: pivotal recovery of sparse signals via conic programming
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+Normal rank
@@ Property / cites work @@
+The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+Score Tests for Regression Models
@@ Property / cites work: Score Tests for Regression Models / rank @@
+Normal rank
@@ Property / cites work @@
+Higher criticism for detecting sparse heterogeneous mixtures.
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Quantile universal threshold
@@ Property / cites work: Quantile universal threshold / rank @@
+Normal rank
@@ Property / cites work @@
+Thresholding least-squares inference in high-dimensional regression models
+Normal rank
@@ Property / cites work @@
+Bootstrapping Lasso-type estimators in regression models
+Normal rank
@@ Property / cites work @@
+Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
+Normal rank
@@ Property / cites work @@
+Tests for High Dimensional Generalized Linear Models
+Normal rank
@@ Property / cites work @@
+Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
+Normal rank
@@ Property / cites work @@
+Detection boundary in sparse regression
@@ Property / cites work: Detection boundary in sparse regression / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
+Normal rank
@@ Property / cites work @@
+Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
+Normal rank
@@ Property / cites work @@
+<i>p</i>-Values for High-Dimensional Regression
@@ Property / cites work: <i>p</i>-Values for High-Dimensional Regression / rank @@
+Normal rank
@@ Property / cites work @@
+<i>L</i>           1-Regularization Path Algorithm for Generalized Linear Models
+Normal rank
@@ Property / cites work @@
+Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+A significance test for the lasso
@@ Property / cites work: A significance test for the lasso / rank @@
+Normal rank
@@ Property / cites work @@
+The solution path of the generalized lasso
@@ Property / cites work: The solution path of the generalized lasso / rank @@
+Normal rank
@@ Property / cites work @@
+On asymptotically optimal confidence regions and tests for high-dimensional models
+Normal rank
@@ Property / cites work @@
+High-dimensional variable selection
@@ Property / cites work: High-dimensional variable selection / rank @@
+Normal rank
@@ Property / cites work @@
+The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
+Normal rank
@@ Property / cites work @@
+Linear Hypothesis Testing in Dense High-Dimensional Linear Models
+Normal rank