Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients

DOI10.5705/SS.202020.0267MaRDI QIDQ5089451zbMATH OpenOpenAlexFDO

Authors WenWen Guo, Wei Zhong, Sunpeng Duan, Hengjian Cui

Publication date 19 July 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202020.0267

zbMATH Keywords

hypothesis testingvariable screeningultrahigh dimensionalitylinear regression coefficientsrandom data splitting

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A new test for part of high dimensional regression coefficients
• A significance test for the lasso
• Confidence intervals for low dimensional parameters in high dimensional linear models
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Exact post-selection inference, with application to the Lasso
• Feature screening via distance correlation learning
• Generalized \(F\) test for high dimensional linear regression coefficients
• High-dimensional variable selection
• On testing the significance of sets of genes
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Testing Against a High Dimensional Alternative
• Testing a single regression coefficient in high dimensional linear models
• Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
• Tests for high-dimensional regression coefficients with factorial designs
• Two-Sample Test of High Dimensional Means Under Dependence
• Two-sample and ANOVA tests for high dimensional means
• Variance estimation using refitted cross-validation in ultrahigh dimensional regression
• \(p\)-values for high-dimensional regression

Cited in

(2)

• Tests for high-dimensional generalized linear models under general covariance structure
• CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION

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