Testing a single regression coefficient in high dimensional linear models
DOI10.1016/J.JECONOM.2016.05.016zbMATH Open1443.62198OpenAlexW2425223249WikidataQ38701411 ScholiaQ38701411MaRDI QIDQ311657FDOQ311657
Authors: Wei Lan, Ping-Shou Zhong, Hansheng Wang, Runze Li, Chih-Ling Tsai 
Publication date: 13 September 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.05.016
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Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)
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Cited In (15)
- The nonparametric Box-Cox model for high-dimensional regression analysis
- Global solutions to folded concave penalized nonconvex learning
- Variance-estimation-free test of significant covariates in high-dimensional regression
- A new test for part of high dimensional regression coefficients
- Quantile Correlation-based Variable Selection
- Testing covariates in high-dimensional regression
- F-test and z-test for high-dimensional regression models with a factor structure
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- Generalized F-test for high dimensional regression coefficients of partially linear models
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- Testing regression coefficients in high-dimensional and sparse settings
- Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients
- Significance testing in non-sparse high-dimensional linear models
- Debiased Inference on Treatment Effect in a High-Dimensional Model
- Tests for high-dimensional single-index models
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