covTest

swMATH19129MaRDI QIDQ30959FDOQ30959

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Source code repository: https://github.com/cran/covTest

Cited In (93)

• PLS for Big Data: a unified parallel algorithm for regularised group PLS
• Testing Shape Constraints in Lasso Regularized Joinpoint Regression
• Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
• A global homogeneity test for high-dimensional linear regression
• Dynamic tilted current correlation for high dimensional variable screening
• Panel data quantile regression with grouped fixed effects
• Markov Neighborhood Regression for High-Dimensional Inference
• Penalized likelihood and multiple testing
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• Title not available (Why is that?)
• Post-model-selection inference in linear regression models: an integrated review
• On the impact of model selection on predictor identification and parameter inference
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
• MDR method for nonbinary response variable
• Valid Model-Free Prediction of Future Insurance Claims
• An additive Cox model for coronary heart disease study
• Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays
• Gene set priorization guided by regulatory networks with p-values through kernel mixed model
• Testing Gaussian process with applications to super-resolution
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression
• A nonparametric sequential learning procedure for estimating the pure premium
• Title not available (Why is that?)
• Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software
• Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors
• Debiasing the debiased Lasso with bootstrap
• Regularization techniques in joinpoint regression
• Consistent parameter estimation for Lasso and approximate message passing
• Bayesian Feature Selection with Strongly Regularizing Priors Maps to the Ising Model
• Statistical proof? The problem of irreproducibility
• SLOPE-adaptive variable selection via convex optimization
• Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting)
• Confidence Intervals for Sparse Penalized Regression With Random Designs
• A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data
• Data shared Lasso: a novel tool to discover uplift
• A unified theory of confidence regions and testing for high-dimensional estimating equations
• Familywise error rate control via knockoffs
• Selective inference with a randomized response
• Dealing with big data: comparing dimension reduction and shrinkage regression methods
• Powerful test based on conditional effects for genome-wide screening
• A significance test for the lasso
• Projection-based Inference for High-dimensional Linear Models
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• Inference in adaptive regression via the Kac-Rice formula
• A knockoff filter for high-dimensional selective inference
• Exact post-selection inference for the generalized Lasso path
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
• Partial penalized empirical likelihood ratio test under sparse case
• The geometry of least squares in the 21st century
• Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?
• Debiasing the Lasso: optimal sample size for Gaussian designs
• Efficient test-based variable selection for high-dimensional linear models
• Title not available (Why is that?)
• Logistic regression: from art to science
• Online rules for control of false discovery rate and false discovery exceedance
• Bootstrap inference for penalized GMM estimators with oracle properties
• Confidence intervals for high-dimensional partially linear single-index models
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Network classification with applications to brain connectomics
• Testing for high-dimensional network parameters in auto-regressive models
• A Sequential Significance Test for Treatment by Covariate Interactions
• The use of vector bootstrapping to improve variable selection precision in Lasso models
• Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model
• Graphical models via univariate exponential family distributions
• Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
• AIC for the Lasso in generalized linear models
• Model selection with mixed variables on the Lasso path
• Variable selection in discrete survival models including heterogeneity
• Uniform asymptotic inference and the bootstrap after model selection
• High-dimensional confounding adjustment using continuous Spike and Slab priors
• OR forum: An algorithmic approach to linear regression
• Predictor ranking and false discovery proportion control in high-dimensional regression
• Rejoinder: ``A significance test for the lasso
• A penalized approach to covariate selection through quantile regression coefficient models
• Goodness-of-Fit Tests for High Dimensional Linear Models
• Correction: Rejoinder to ``A significance test for the lasso
• The benefit of group sparsity in group inference with de-biased scaled group Lasso
• Simple expressions of the LASSO and SLOPE estimators in low-dimension
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
• Exact post-selection inference, with application to the Lasso
• High-dimensional inference in misspecified linear models
• Linear hypothesis testing for high dimensional generalized linear models
• A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures
• Inference for high-dimensional varying-coefficient quantile regression
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
• Flexible and Interpretable Models for Survival Data
• Spatially relaxed inference on high-dimensional linear models
• Penalized expectile regression: an alternative to penalized quantile regression
• Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
• A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
• Beyond support in two-stage variable selection
• Controlling the false discovery rate via knockoffs
• Selective inference via marginal screening for high dimensional classification
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models

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