Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control

DOI10.1093/BIOMET/ASR016zbMATH Open1215.62068OpenAlexW2094542095MaRDI QIDQ155191FDOQ155191

Authors J. J. Goeman, H. C. Van Houwelingen, L. Finos, Jelle J. Goeman, L. Finos, Hans van Houwelingen 

Publication date 24 May 2011

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/bf67c1229b3d8dde001fee1388e3bbb2220af72f

zbMATH Keywords

high-dimensional datalogistic regressionscore testglobal test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

• Linear hypothesis testing for high dimensional generalized linear models
• Tests for high dimensional generalized linear models
• Generalized \(F\) test for high dimensional linear regression coefficients
• Empirical likelihood test for high-dimensional generalized linear models with fixed and adaptive designs
• Asymptotic testing theory for generalized linear models

(41)

• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
• Testing covariates in high dimension linear regression with latent factors
• A Random Projection Approach to Hypothesis Tests in High-Dimensional Single-Index Models
• A Minimax Optimal Ridge-Type Set Test for Global Hypothesis With Applications in Whole Genome Sequencing Association Studies
• Asymptotic testing theory for generalized linear models
• Fixed effects testing in high-dimensional linear mixed models
• Jackknife empirical likelihood test for high-dimensional regression coefficients
• Testing a single regression coefficient in high dimensional linear models
• Variance-estimation-free test of significant covariates in high-dimensional regression
• Test for high dimensional regression coefficients of partially linear models
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
• Closed Testing with Globaltest, with Application in Metabolomics
• A new test for part of high dimensional regression coefficients
• Detecting rare and faint signals via thresholding maximum likelihood estimators
• Globaltest confidence regions and their application to ridge regression
• Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
• Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
• Ridge-penalized adaptive mantel test and its application in imaging genetics
• GLMaSPU
• Group tests for high-dimensional failure time data with the additive hazards models
• F-test and z-test for high-dimensional regression models with a factor structure
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
• A stable and adaptive polygenic signal detection method based on repeated sample splitting
• Capturing the severity of type II errors in high-dimensional multiple testing
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
• Tests for coefficients in high-dimensional additive hazard models
• Linear hypothesis testing for high dimensional generalized linear models
• Rank-based score tests for high-dimensional regression coefficients
• Statistical inference for high-dimensional pathway analysis with multiple responses
• Generalized F-test for high dimensional regression coefficients of partially linear models
• Testing regression coefficients in high-dimensional and sparse settings
• Penalized Lq-likelihood estimator and its influence function in generalized linear models
• Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies
• A new nonparametric test for high-dimensional regression coefficients
• Most powerful test against a sequence of high dimensional local alternatives
• A global \(\times\) global test for testing associations between two large sets of variables
• Testing predictor significance with ultra high dimensional multivariate responses
• Global test for high-dimensional mediation: testing groups of potential mediators
• An adaptive test on high-dimensional parameters in generalized linear models
• A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

This page was built for publication: Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q155191)