Hypothesis testing for high-dimensional multivariate regression with false discovery rate control

DOI10.1080/03610926.2021.1873378MaRDI QIDQ5039792zbMATH OpenOpenAlexFDO

Authors Yunlong Zhu

Publication date 4 October 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2021.1873378

zbMATH Keywords

false discovery ratemultivariate regressiongroup Lassorow-wise multiple testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

Cites work

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• A graph Laplacian prior for Bayesian variable selection and grouping
• Adaptive thresholding for sparse covariance matrix estimation
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Confidence intervals for high-dimensional inverse covariance estimation
• Confidence intervals for low dimensional parameters in high dimensional linear models
• Gaussian graphical model estimation with false discovery rate control
• Joint testing and false discovery rate control in high-dimensional multivariate regression
• Model Selection and Estimation in Regression with Grouped Variables
• On asymptotically optimal confidence regions and tests for high-dimensional models
• The cluster graphical Lasso for improved estimation of Gaussian graphical models
• Tuning-free heterogeneous inference in massive networks

Cited in

(1)

• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

This page was built for publication: Hypothesis testing for high-dimensional multivariate regression with false discovery rate control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5039792)