Drawing inferences for high-dimensional linear models: a selection-assisted partial regression and smoothing approach

DOI10.1111/BIOM.13013MaRDI QIDQ5214514zbMATH OpenOpenAlexWikidataFDO

Authors Zhe Fei, Ji Zhu, Moulinath Banerjee, Yi Li

Publication date 7 February 2020

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/biom.13013

zbMATH Keywords

confidence intervalshigh-dimensional inferencehypothesis testingmultisample-splittingselection-assisted partial regression and smoothing (SPARES)

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• Inference for High-Dimensional Censored Quantile Regression
• One-step regularized estimator for high-dimensional regression models
• A likelihood ratio framework for high-dimensional semiparametric regression
• Refitted cross-validation estimation for high-dimensional subsamples from low-dimension full data
• Statistical inference on high-dimensional covariate-dependent Gaussian graphical regressions
• F statistics for high-dimensional inference of linear model
• Debiased Lasso after sample splitting for estimation and inference in high-dimensional generalized linear models
• Score function-based tests for ultrahigh-dimensional linear models
• Debiased quantile significance testing with machine learning methods
• Multiplier bootstrap tests for high-dimensional quantile regression

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