The likelihood ratio test for high-dimensional linear regression model

DOI10.1080/03610926.2016.1183785zbMATH Open1381.62122OpenAlexW2479961731MaRDI QIDQ4586583FDOQ4586583

Authors: Junshan Xie, Nannan Xiao 

Publication date: 27 October 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1183785

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zbMATH Keywords

high-dimensional datamultivariate regressionlikelihood ratio test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cited In (4)

• Jackknife empirical likelihood test for high-dimensional regression coefficients
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models

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