A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
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Cites work
- A central limit theorem for generalized quadratic forms
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
- A generalization of the Lindeberg principle
- A new method of normal approximation
- A new nonparametric test for high-dimensional regression coefficients
- A new test for part of high dimensional regression coefficients
- An overview of design of experiments
- Asymptotic distribution of quadratic forms and applications
- Asymptotic theory of statistics and probability
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
- Bayes Factors
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Convergence of stochastic processes
- Detection boundary in sparse regression
- EigenPrism: inference for high dimensional signal-to-noise ratios
- Flexible results for quadratic forms with applications to variance components estimation
- High-dimensional simultaneous inference with the bootstrap
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 3449564 (Why is no real title available?)
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Measure theory
- Mixtures of g Priors for Bayesian Variable Selection
- Multivariate small sample tests for two-way designs with applications to industrial statistics
- Objective Bayesian Variable Selection
- Objective Testing Procedures in Linear Models: Calibration of the p‐values
- On the null distribution of Bayes factors in linear regression
- Optimal rates of convergence in the CLT for quadratic forms
- Rank-based score tests for high-dimensional regression coefficients
- REML estimation: Asymptotic behavior and related topics
- Restricted most powerful Bayesian tests for linear models
- Statistical significance in high-dimensional linear models
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Testing a single regression coefficient in high dimensional linear models
- Testing Against a High Dimensional Alternative
- Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
- Testing covariates in high dimension linear regression with latent factors
- Testing covariates in high-dimensional regression
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Testing Statistical Hypotheses
- Tests for high-dimensional covariance matrices
- Tests for high-dimensional regression coefficients with factorial designs
Cited in
(6)- Linear hypothesis testing in dense high-dimensional linear models
- Testing Against a High Dimensional Alternative
- A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
- Fixed effects Bayesian testing in high-dimensional linear mixed models
- Tests for high-dimensional partially linear regression models
- Testing high-dimensional regression coefficients in linear models via Bayes factor
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