Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores

DOI10.1016/J.JSPI.2020.06.011zbMATH Open1455.62052OpenAlexW3082841894MaRDI QIDQ826977FDOQ826977

Authors: Kai Xu, Yeqing Zhou 

Publication date: 6 January 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.06.011

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zbMATH Keywords

high-dimensional regressionsimultaneous inferencemultiplier bootstrapmaximum-type testWilcoxon scores

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics of extreme values; tail inference (62G32) Hypothesis testing in multivariate analysis (62H15)

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Cited In (3)

• Adaptive rank-based tests for high dimensional mean problems
• Rank-based score tests for high-dimensional regression coefficients
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

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