Linear hypothesis testing for high dimensional generalized linear models

DOI10.1214/18-AOS1761zbMath1436.62355WikidataQ90168716 ScholiaQ90168716MaRDI QIDQ2328055

Rui Song, Zhao Chen, Chengchun Shi, Run-Ze Li

Publication date: 9 October 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1564797860

zbMATH Keywords

score test; Wald test; likelihood ratio statistics; linear hypothesis; high dimensional testing

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F03: Parametric hypothesis testing

62J12: Generalized linear models (logistic models)

Uses Software

• covTest