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

DOI10.1080/03610926.2021.1873378OpenAlexW3122281065MaRDI QIDQ5039792FDOQ5039792

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

• Confidence intervals for high-dimensional inverse covariance estimation
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Gaussian graphical model estimation with false discovery rate control
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• Model Selection and Estimation in Regression with Grouped Variables
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Tuning-free heterogeneous inference in massive networks
• Adaptive thresholding for sparse covariance matrix estimation
• Joint testing and false discovery rate control in high-dimensional multivariate regression
• The cluster graphical Lasso for improved estimation of Gaussian graphical models
• A graph Laplacian prior for Bayesian variable selection and grouping

Cited In (1)

• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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