Rank-based score tests for high-dimensional regression coefficients

DOI10.1214/13-EJS839MaRDI QIDQ364206zbMATH OpenFDO

Authors Long Feng, Changliang Zou, Zhaojun Wang, Bin Chen

Publication date 6 September 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1377268991

zbMATH Keywords

asymptotic normalityhigh-dimensional dataWilcoxon testlarge \(p\)small \(n\)rank regression

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1082456 (Why is no real title available?)
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• A test for the mean vector with fewer observations than the dimension under non-normality
• Forward regression for ultra-high dimensional variable screening
• Hierarchical testing of variable importance
• On testing the significance of sets of genes
• Random-set methods identify distinct aspects of the enrichment signal in gene-set analysis
• Robust rank correlation based screening
• Testing Against a High Dimensional Alternative
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• Tests for high-dimensional regression coefficients with factorial designs
• Tests of hypotheses based on ranks in the general linear model
• Wilcoxon-type generalized Bayesian information criterion

Cited in

(17)

• Tests for high-dimensional single-index models
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
• Multivariate process control charts based on the \(L^p\) depth
• Rank-based test for slope homogeneity in high-dimensional panel data models
• Variance-estimation-free test of significant covariates in high-dimensional regression
• Testing Against a High Dimensional Alternative
• Generalized \(F\) test for high dimensional linear regression coefficients
• Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
• Tests for high-dimensional generalized linear models under general covariance structure
• Conditional mean and quantile dependence testing in high dimension
• Comparison of a large number of regression curves
• Tests for high-dimensional regression coefficients with factorial designs
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
• Testing regression coefficients in high-dimensional and sparse settings
• Test for high dimensional partially linear models
• A new nonparametric test for high-dimensional regression coefficients
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

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Uses Software

• GSA

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