Model-Free Statistical Inference on High-Dimensional Data
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Cites work
- A Direct Approach to False Discovery Rates
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
- Adaptive Lasso for sparse high-dimensional regression models
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- Confidence intervals for low dimensional parameters in high dimensional linear models
- Controlling the false discovery rate via knockoffs
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- Dimension Reduction for the Conditionalkth Moment in Regression
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
- Fréchet sufficient dimension reduction for random objects
- Gaussian graphical model estimation with false discovery rate control
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1850469 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint testing and false discovery rate control in high-dimensional multivariate regression
- Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS
- Linear hypothesis testing for high dimensional generalized linear models
- Marginal tests with sliced average variance estimation
- Model-free coordinate test and variable selection via directional regression
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- On asymptotically optimal confidence regions and tests for high-dimensional models
- On Efficient Dimension Reduction with Respect to the Interaction between Two Response Variables
- On permutation tests for predictor contribution in sufficient dimension reduction
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Principal fitted components for dimension reduction in regression
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Robust inference with knockoffs
- Sliced Inverse Regression for Dimension Reduction
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- Statistical foundations of data science
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Sufficient dimension reduction with mixture multivariate skew-elliptical distributions
- Sufficient dimension reduction: methods and applications with R
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
- Test of significance for high-dimensional longitudinal data
- Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
- Testing predictor contributions in sufficient dimension reduction.
- The control of the false discovery rate in multiple testing under dependency.
- Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
- Using intraslice covariances for improved estimation of the central subspace in regression
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection via partial correlation
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