An Adaptive Resampling Test for Detecting the Presence of Significant Predictors
DOI10.1080/01621459.2015.1095099zbMATH Open1373.62181OpenAlexW2234085339WikidataQ39854756 ScholiaQ39854756MaRDI QIDQ5367449FDOQ5367449
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4826762
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bootstrapfamily-wise error ratemarginal regressionnonregular asymptoticsadaptive resampling testscreening covariatessignificant predictors
Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09) Paired and multiple comparisons; multiple testing (62J15)
Cited In (16)
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
- A Sequential Significance Test for Treatment by Covariate Interactions
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression
- Approximate Selective Inference via Maximum Likelihood
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Measuring and testing for interval quantile dependence
- Testing a global null hypothesis using ensemble machine learning methods
- Conditional mean and quantile dependence testing in high dimension
- Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Threshold Selection in Feature Screening for Error Rate Control
- Model‐robust inference for continuous threshold regression models
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension
- High-dimensional simultaneous inference with the bootstrap
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
- Parametric-Rate Inference for One-Sided Differentiable Parameters
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