Kernel-based marginal testing for covariate effects in high-dimensional settings
From MaRDI portal
Cites work
- A kernel-based measure for conditional mean dependence
- A martingale-difference-divergence-based test for specification
- A new nonparametric test for high-dimensional regression coefficients
- An Adaptive Resampling Test for Detecting the Presence of Significant Predictors
- Approximation Theorems of Mathematical Statistics
- Asymptotic distributions of degenerated U-statistics
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Conditional mean and quantile dependence testing in high dimension
- Feature screening via distance correlation learning
- High-dimensional variable screening through kernel-based conditional mean dependence
- Kernel methods for measuring independence
- Kernel-based tests for joint independence
- Martingale difference correlation and its use in high-dimensional variable screening
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Measuring and testing dependence by correlation of distances
- Model-free forward screening via cumulative divergence
- On testing the significance of sets of genes
- Parametric-rate inference for one-sided differentiable parameters
- Random-set methods identify distinct aspects of the enrichment signal in gene-set analysis
- Rank-based score tests for high-dimensional regression coefficients
- Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors
- Spatial-sign-based high-dimensional white noises test
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Testing Against a High Dimensional Alternative
- Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Tests for high dimensional generalized linear models
- Tests for high-dimensional regression coefficients with factorial designs
This page was built for publication: Kernel-based marginal testing for covariate effects in high-dimensional settings
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6850830)
