Pages that link to "Item:Q5378382"
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The following pages link to Tests for High Dimensional Generalized Linear Models (Q5378382):
Displaying 27 items.
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
- Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← 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)
- Statistical inference for high-dimensional pathway analysis with multiple responses (Q2076117) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028) (← links)
- Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
- Tests for high-dimensional single-index models (Q2681748) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- (Q4969222) (← links)
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (Q5066778) (← links)
- Test for high dimensional partially linear models (Q5096016) (← links)
- Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
- (Q5381132) (← links)
- High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions (Q6069874) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- A stable and adaptive polygenic signal detection method based on repeated sample splitting (Q6490387) (← links)
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data (Q6548865) (← links)
- A Random Projection Approach to Hypothesis Tests in High-Dimensional Single-Index Models (Q6567896) (← links)
- Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (Q6626296) (← links)
- Tests for high-dimensional generalized linear models under general covariance structure (Q6626685) (← links)
- Penalized Lq-likelihood estimator and its influence function in generalized linear models (Q6667537) (← links)
