Testing covariates in high dimension linear regression with latent factors
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Publication:901275
DOI10.1016/j.jmva.2015.10.013zbMath1328.62097OpenAlexW2192016961MaRDI QIDQ901275
Zheng Fang, Kuangnan Fang, Yue Ding, Wei Lan
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.10.013
high dimension regressionapproximate factor modelglobal significance testingindividual effect testing
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Uses Software
Cites Work
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