Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models

DOI10.1080/01621459.2019.1699421zbMath1464.62306arXiv1805.06970OpenAlexW2803956787WikidataQ126395220 ScholiaQ126395220MaRDI QIDQ4999175

Hongzhe Li, Unnamed Author, Rong Ma

Publication date: 6 July 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.06970

zbMATH Keywords

minimax lower boundfalse discovery ratelarge-scale multiple testingglobal testing

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Related Items

The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance, New Tests for High-Dimensional Linear Regression Based on Random Projection, A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models, Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Xing, and Liu, Comments on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models”, Rejoinder: A Scale-free Approach for False Discovery Rate Control in Generalized Linear Models, Debiased lasso for generalized linear models with a diverging number of covariates, False Discovery Rate Control via Data Splitting, Adaptive novelty detection with false discovery rate guarantee, Unnamed Item

Uses Software

• TestBMN

Cites Work

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