Rank-based score tests for high-dimensional regression coefficients
From MaRDI portal
Recommendations
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
- Generalized \(F\) test for high dimensional linear regression coefficients
- A new test for part of high dimensional regression coefficients
- Testing regression coefficients in high-dimensional and sparse settings
- Tests for high-dimensional regression coefficients with factorial designs
Cites work
- 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
- 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?)
- 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
(23)- Comparison of a large number of regression curves
- Conditional mean and quantile dependence testing in high dimension
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- Rank-based test for slope homogeneity in high-dimensional panel data models
- Testing regression coefficients in high-dimensional and sparse settings
- Tests for high-dimensional single-index models
- Testing Against a High Dimensional Alternative
- Generalized \(F\) test for high dimensional linear regression coefficients
- Variance-estimation-free test of significant covariates in high-dimensional regression
- Test for high dimensional partially linear models
- A new nonparametric test for high-dimensional regression coefficients
- Tests for high-dimensional regression coefficients with factorial designs
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Multivariate process control charts based on the L^p depth
- Tests for high-dimensional generalized linear models under general covariance structure
- Kernel-based marginal testing for covariate effects in high-dimensional settings
- Tests of parameter matrix in multivariate general linear model with large dimensions
- Statistical Inference for High-Dimensional Convoluted Rank Regression
- Robust group inference for ultrahigh-dimensional linear regression models
- An adaptive approach for testing high-dimensional location parameters with structured correlations
- An adaptive test procedure for high-dimensional regression coefficients
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
This page was built for publication: Rank-based score tests for high-dimensional regression coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q364206)
