A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
From MaRDI portal
Publication:2065308
DOI10.1007/s00362-020-01157-5zbMath1477.62178OpenAlexW3002735690WikidataQ126294838 ScholiaQ126294838MaRDI QIDQ2065308
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01157-5
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
- Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
- Testing a single regression coefficient in high dimensional linear models
- Rank-based score tests for high-dimensional regression coefficients
- Statistical significance in high-dimensional linear models
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Flexible results for quadratic forms with applications to variance components estimation
- Testing covariates in high-dimensional regression
- A generalization of the Lindeberg principle
- Testing covariates in high dimension linear regression with latent factors
- A new method of normal approximation
- A central limit theorem for generalized quadratic forms
- Asymptotic distribution of quadratic forms and applications
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- High-dimensional simultaneous inference with the bootstrap
- Multivariate small sample tests for two-way designs with applications to industrial statistics
- An overview of design of experiments
- Optimal rates of convergence in the CLT for quadratic forms
- REML estimation: Asymptotic behavior and related topics
- Detection boundary in sparse regression
- A new test for part of high dimensional regression coefficients
- Restricted most powerful Bayesian tests for linear models
- Testing Against a High Dimensional Alternative
- Mixtures of g Priors for Bayesian Variable Selection
- On the Null Distribution of Bayes Factors in Linear Regression
- Bayes Factors
- A new nonparametric test for high-dimensional regression coefficients
- Tests for High-Dimensional Covariance Matrices
- Tests for High-Dimensional Regression Coefficients With Factorial Designs
- EigenPrism: Inference for High Dimensional Signal-to-Noise Ratios
- Measure Theory
- Objective Testing Procedures in Linear Models: Calibration of the p‐values
- Testing Statistical Hypotheses
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- Objective Bayesian Variable Selection
- Convergence of stochastic processes
This page was built for publication: A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix