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

(only showing first 100 items - show all)

• DeepPINK
• genlasso
• knockoff
• Flexible and Interpretable Models for Survival Data
• OSCAR
• A unified theory of confidence regions and testing for high-dimensional estimating equations
• Powerful test based on conditional effects for genome-wide screening
• Uniform asymptotic inference and the bootstrap after model selection
• Data shared Lasso: a novel tool to discover uplift
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
• Exact post-selection inference for the generalized Lasso path
• Efficient test-based variable selection for high-dimensional linear models
• Logistic regression: from art to science
• Online rules for control of false discovery rate and false discovery exceedance
• Selective inference with a randomized response
• mixfdr
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
• Debiasing the Lasso: optimal sample size for Gaussian designs
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
• Partial penalized empirical likelihood ratio test under sparse case
• SIS
• Model selection with mixed variables on the Lasso path
• Inference for high-dimensional varying-coefficient quantile regression
• Spatially relaxed inference on high-dimensional linear models
• Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
• Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting)
• Post-model-selection inference in linear regression models: an integrated review
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
• hierNet
• Gene set priorization guided by regulatory networks with p-values through kernel mixed model
• Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software
• Debiasing the debiased Lasso with bootstrap
• ecodist
• Dynamic tilted current correlation for high dimensional variable screening
• A significance test for the lasso
• Rejoinder: ``A significance test for the lasso
• MDR method for nonbinary response variable
• A global homogeneity test for high-dimensional linear regression
• Testing Gaussian process with applications to super-resolution
• Network classification with applications to brain connectomics
• Testing for high-dimensional network parameters in auto-regressive models
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• maSigPro
• Selective inference via marginal screening for high dimensional classification
• FAMT
• High-dimensional confounding adjustment using continuous Spike and Slab priors
• PLS for Big Data: a unified parallel algorithm for regularised group PLS
• A knockoff filter for high-dimensional selective inference
• Linear hypothesis testing for high dimensional generalized linear models
• Panel data quantile regression with grouped fixed effects
• On the impact of model selection on predictor identification and parameter inference
• Regularization techniques in joinpoint regression
• Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors
• plsdof
• Penalized expectile regression: an alternative to penalized quantile regression
• Predictor ranking and false discovery proportion control in high-dimensional regression
• flare
• A nonparametric sequential learning procedure for estimating the pure premium
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• Familywise error rate control via knockoffs
• penalizedSVM
• Graphical models via univariate exponential family distributions
• OR forum: An algorithmic approach to linear regression
• Inference in adaptive regression via the Kac-Rice formula
• Confidence intervals for high-dimensional partially linear single-index models
• Exact post-selection inference, with application to the Lasso
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• PoSI
• The use of vector bootstrapping to improve variable selection precision in Lasso models
• selectiveInference
• The benefit of group sparsity in group inference with de-biased scaled group Lasso
• Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
• AIC for the Lasso in generalized linear models
• picasso
• BALD
• SetTest
• EigenPrism
• outference
• hdi
• stabs
• qut
• LogicReg
• Joinpoint
• ahaz
• The geometry of least squares in the 21st century
• CorrT
• glmgen
• ROCKET
• FASeg
• ipflasso
• hierinf
• Statistical proof? The problem of irreproducibility
• Goodness-of-Fit Tests for High Dimensional Linear Models
• A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures
• On semiparametric exponential family graphical models
• Penalized likelihood and multiple testing
• selective-inference
• Correction: Rejoinder to ``A significance test for the lasso
• High-dimensional inference in misspecified linear models
• A penalized approach to covariate selection through quantile regression coefficient models

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