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

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

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

Publication date: 24 May 2011

Published in: Biometrika (Search for Journal in Brave)

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

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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)

Cited In (38)

• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
• Tests for Coefficients in High-dimensional Additive Hazard Models
• 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
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• 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
• Rank-based score tests for high-dimensional regression coefficients
• Statistical inference for high-dimensional pathway analysis with multiple responses
• Fixed Effects Testing in High-Dimensional Linear Mixed Models
• Generalized F-test for high dimensional regression coefficients of partially linear models
• A global × global test for testing associations between two large sets of variables
• 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
• Testing predictor significance with ultra high dimensional multivariate responses
• Global test for high-dimensional mediation: testing groups of potential mediators
• 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

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