Statistical significance in high-dimensional linear models

DOI10.3150/12-BEJSP11zbMath1273.62173arXiv1202.1377OpenAlexW2097209031MaRDI QIDQ373525

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.1377

zbMATH Keywords

ridge regression variable selection multiple testing lasso global testing Westfall-Young permutation procedure

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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