Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients

DOI10.5705/SS.202020.0267OpenAlexW3173225397MaRDI QIDQ5089451FDOQ5089451

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

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zbMATH Keywords

hypothesis testingvariable screeningultrahigh dimensionalitylinear regression coefficientsrandom data splitting

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Generalized \(F\) test for high dimensional linear regression coefficients
• A new test for part of high dimensional regression coefficients
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Two-sample and ANOVA tests for high dimensional means

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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