High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
From MaRDI portal
Publication:2203614
DOI10.3150/19-BEJ1186zbMath1461.62079arXiv1810.02043MaRDI QIDQ2203614
Alexander Aue, Hao-Ran Li, Debashis Paul
Publication date: 7 October 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.02043
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Analysis of variance and covariance (ANOVA) (62J10)
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