Factor-adjusted tests for generalized linear models with multimodal data: an application to breast cancer data
From MaRDI portal
Cites work
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
- Covariate‐driven factorization by thresholding for multiblock data
- Determining the Number of Factors in Approximate Factor Models
- Embracing the blessing of dimensionality in factor models
- Factor models and variable selection in high-dimensional regression analysis
- Factor-Adjusted Regularized Model Selection
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Imputed factor regression for high-dimensional block-wise missing data
- Integrative Factor Regression and Its Inference for Multimodal Data Analysis
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Linear hypothesis testing for high dimensional generalized linear models
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Nearly unbiased variable selection under minimax concave penalty
- Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis
- Sparse integrative clustering of multiple omics data sets
- Sufficient dimension reduction in the presence of controlling variables
This page was built for publication: Factor-adjusted tests for generalized linear models with multimodal data: an application to breast cancer data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6668586)
