Variance-estimation-free test of significant covariates in high-dimensional regression

DOI10.1080/03610918.2020.1790601MaRDI QIDQ5042192zbMATH OpenOpenAlexFDO

Authors Kai Xu, Zhiling Shen

Publication date 18 October 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2020.1790601

zbMATH Keywords

high-dimensional datahypotheses testingpartial \(F\)-testrank regression

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Linear regression; mixed models (62J05)

Cites work

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• Testing a single regression coefficient in high dimensional linear models
• Testing Against a High Dimensional Alternative
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• Testing covariates in high-dimensional regression
• Tests for covariance matrices in high dimension with less sample size
• Tests for high-dimensional covariance matrices
• Tests for high-dimensional regression coefficients with factorial designs
• Variance estimation using refitted cross-validation in ultrahigh dimensional regression

Cited in

(3)

• A significance test of the RV coefficient in high dimensions
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
• Testing covariates in high-dimensional regression

Describes a project that uses

Uses Software

• glmnet

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