Pages that link to "Item:Q743995"

The following pages link to Testing covariates in high-dimensional regression (Q743995):

Displaying 17 items.

• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
• A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
• Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
• High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
• Tests for high-dimensional single-index models (Q2681748) (← links)
• Tests for Coefficients in High-dimensional Additive Hazard Models (Q2949866) (← links)
• <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
• Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
• Test for high dimensional regression coefficients of partially linear models (Q5077482) (← links)
• A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883) (← links)
• New Tests for High-Dimensional Linear Regression Based on Random Projection (Q6039886) (← links)
• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (Q6064347) (← links)
• Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization (Q6086171) (← links)