covTest
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CovTest
Cited in
(only showing first 100 items - show all)- 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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