A regularization-based adaptive test for high-dimensional GLMs
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Cites work
- \(p\)-values for high-dimensional regression
- A Goodness-of-Fit Test for Binary Regression Models, Based on Smoothing Methods
- A modern maximum-likelihood theory for high-dimensional logistic regression
- Adaptive thresholding for sparse covariance matrix estimation
- An adaptive test on high-dimensional parameters in generalized linear models
- An adaptive two-sample test for high-dimensional means
- An overview of the estimation of large covariance and precision matrices
- Asymptotics for Lasso-type estimators.
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Exact post-selection inference, with application to the Lasso
- High-dimensional simultaneous inference with the bootstrap
- High-dimensional variable selection
- scientific article; zbMATH DE number 783366 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
- Likelihood-based selection and sharp parameter estimation
- Linear hypothesis testing for high dimensional generalized linear models
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Regularized estimation of large covariance matrices
- Sure independence screening in generalized linear models with NP-dimensionality
- Test for rare variants by environment interactions in sequencing association studies
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Tests for high dimensional generalized linear models
- Two-Sample Test of High Dimensional Means Under Dependence
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(7)- On High-Dimensional Constrained Maximum Likelihood Inference
- aispu
- Interpretable high-dimensional inference via score projection with an application in neuroimaging
- An adaptive test on high-dimensional parameters in generalized linear models
- Tests for high dimensional generalized linear models
- On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization
- Tests for high-dimensional partially linear regression models
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