Pages that link to "Item:Q5256418"

The following pages link to Tests for High-Dimensional Regression Coefficients With Factorial Designs (Q5256418):

Displayed 50 items.

• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) ‎ (← links)
• Testing a single regression coefficient in high dimensional linear models (Q311657) ‎ (← links)
• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) ‎ (← links)
• The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) ‎ (← links)
• Rank-based score tests for high-dimensional regression coefficients (Q364206) ‎ (← links)
• Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) ‎ (← links)
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) ‎ (← links)
• Gene-level pharmacogenetic analysis on survival outcomes using gene-trait similarity regression (Q400685) ‎ (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) ‎ (← links)
• A high dimensional two-sample test under a low dimensional factor structure (Q495362) ‎ (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) ‎ (← links)
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) ‎ (← links)
• Testing covariates in high-dimensional regression (Q743995) ‎ (← links)
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) ‎ (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) ‎ (← links)
• Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) ‎ (← links)
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) ‎ (← links)
• Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) ‎ (← links)
• A \(U\)-classifier for high-dimensional data under non-normality (Q1661350) ‎ (← links)
• Comparison of a large number of regression curves (Q1679568) ‎ (← links)
• Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) ‎ (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) ‎ (← links)
• Efficient test-based variable selection for high-dimensional linear models (Q1749977) ‎ (← links)
• Detecting rare and faint signals via thresholding maximum likelihood estimators (Q1750291) ‎ (← links)
• Tests for regression coefficients in high dimensional partially linear models (Q2006717) ‎ (← links)
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) ‎ (← links)
• A high dimensional nonparametric test for proportional covariance matrices (Q2034477) ‎ (← links)
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) ‎ (← links)
• Statistical inference for high-dimensional pathway analysis with multiple responses (Q2076117) ‎ (← links)
• Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) ‎ (← links)
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) ‎ (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) ‎ (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) ‎ (← links)
• A new test for part of high dimensional regression coefficients (Q2348453) ‎ (← links)
• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929) ‎ (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) ‎ (← links)
• Empirical likelihood test for regression coefficients in high dimensional partially linear models (Q2661944) ‎ (← links)
• Tests for high-dimensional single-index models (Q2681748) ‎ (← links)
• Independence tests with random subspace of two random vectors in high dimension (Q2692934) ‎ (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) ‎ (← links)
• Tests for Coefficients in High-dimensional Additive Hazard Models (Q2949866) ‎ (← links)
• Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality (Q2953447) ‎ (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) ‎ (← links)
• Statistical inference for high-dimension, low-sample-size data (Q4568290) ‎ (← links)
• Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) ‎ (← links)
• A robust and nonparametric two-sample test in high dimensions (Q5037790) ‎ (← links)
• <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) ‎ (← links)
• Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) ‎ (← links)
• Test for high dimensional regression coefficients of partially linear models (Q5077482) ‎ (← links)
• Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients (Q5089451) ‎ (← links)