covTest

MaRDI QIDQ30959swMATHFDO

Official website https://cran.r-project.org/web/packages/covTest/index.html

Source code repository https://github.com/cran/covTest

Cited in

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• SLOPE-adaptive variable selection via convex optimization
• PLS for Big Data: a unified parallel algorithm for regularised group PLS
• Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting)
• Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
• A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
• Simple expressions of the Lasso and SLOPE estimators in low-dimension
• Data shared Lasso: a novel tool to discover uplift
• A global homogeneity test for high-dimensional linear regression
• A unified theory of confidence regions and testing for high-dimensional estimating equations
• Dynamic tilted current correlation for high dimensional variable screening
• Familywise error rate control via knockoffs
• Panel data quantile regression with grouped fixed effects
• Selective inference with a randomized response
• Powerful test based on conditional effects for genome-wide screening
• Markov Neighborhood Regression for High-Dimensional Inference
• A significance test for the lasso
• Dealing with big data: comparing dimension reduction and shrinkage regression methods
• Inference in adaptive regression via the Kac-Rice formula
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• Penalized likelihood and multiple testing
• A knockoff filter for high-dimensional selective inference
• Projection-based Inference for High-dimensional Linear Models
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• The geometry of least squares in the 21st century
• Exact post-selection inference for the generalized Lasso path
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
• Partial penalized empirical likelihood ratio test under sparse case
• Debiasing the Lasso: optimal sample size for Gaussian designs
• Efficient test-based variable selection for high-dimensional linear models
• Confidence intervals for high-dimensional partially linear single-index models
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Logistic regression: from art to science
• Online rules for control of false discovery rate and false discovery exceedance
• Network classification with applications to brain connectomics
• Bayesian feature selection with strongly regularizing priors maps to the Ising model
• Bootstrap inference for penalized GMM estimators with oracle properties
• Testing for high-dimensional network parameters in auto-regressive models
• A Sequential Significance Test for Treatment by Covariate Interactions
• Post-model-selection inference in linear regression models: an integrated review
• The use of vector bootstrapping to improve variable selection precision in Lasso models
• Testing shape constraints in Lasso regularized joinpoint regression
• On the impact of model selection on predictor identification and parameter inference
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
• MDR method for nonbinary response variable
• Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
• AIC for the Lasso in generalized linear models
• Graphical models via univariate exponential family distributions
• Confidence intervals for sparse penalized regression with random designs
• OSCAR
• mixfdr
• stabs
• SIS
• hierNet
• ecodist
• maSigPro
• FAMT
• plsdof
• flare
• penalizedSVM
• PoSI
• selectiveInference
• picasso
• BALD
• SetTest
• EigenPrism
• outference
• hdi
• qut
• LogicReg
• ahaz
• Joinpoint
• CorrT
• glmgen
• ROCKET
• FASeg
• ipflasso
• hierinf
• selective-inference
• qrcmNP
• dSTEM
• SILGGM
• genlasso
• knockoff
• Model selection with mixed variables on the Lasso path
• clusterpath
• Variable selection in discrete survival models including heterogeneity
• Uniform asymptotic inference and the bootstrap after model selection
• SIMID
• High-dimensional confounding adjustment using continuous Spike and Slab priors
• Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
• Gene set priorization guided by regulatory networks with p-values through kernel mixed model
• On semiparametric exponential family graphical models
• OR forum: An algorithmic approach to linear regression
• An additive Cox model for coronary heart disease study
• Testing Gaussian process with applications to super-resolution
• Predictor ranking and false discovery proportion control in high-dimensional regression
• sdafilter
• Rejoinder: ``A significance test for the lasso
• Correction: Rejoinder to ``A significance test for the lasso
• A penalized approach to covariate selection through quantile regression coefficient models

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