An Adaptive Resampling Test for Detecting the Presence of Significant Predictors

DOI10.1080/01621459.2015.1095099MaRDI QIDQ5367449zbMATH OpenOpenAlexWikidataFDO

Authors Ian W. Mckeague, Min Qian

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

zbMATH Keywords

bootstrapfamily-wise error ratemarginal regressionnonregular asymptoticsadaptive resampling testscreening covariatessignificant predictors

Mathematics Subject Classification ID

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)

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Cited in

(21)

• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
• Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
• Post-selection inference for high-dimensional mediation analysis with survival outcomes
• Model-robust inference for continuous threshold regression models
• Marginal screening for high-dimensional predictors of survival outcomes
• A Sequential Significance Test for Treatment by Covariate Interactions
• A robust and powerful metric for distributional homogeneity
• Parametric-rate inference for one-sided differentiable parameters
• 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
• Kernel-based marginal testing for covariate effects in high-dimensional settings
• 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
• High-dimensional simultaneous inference with the bootstrap
• Nonparametric conditional mean testing via an extreme-type statistic in high dimension
• Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data

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