Test of significance for high-dimensional longitudinal data
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Cites work
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Direct Approach to False Discovery Rates
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- Calibrating nonconvex penalized regression in ultra-high dimension
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Consistent model selection for marginal generalized additive model for correlated data
- Controlling the false discovery rate via knockoffs
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- GEE analysis of clustered binary data with diverging number of covariates
- Gaussian graphical model estimation with false discovery rate control
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
- Improving generalised estimating equations using quadratic inference functions
- Longitudinal data analysis using generalized linear models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the dependence of the Berry-Esseen bound on dimension
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Quasi-likelihood and/or robust estimation in high dimensions
- Sequential selection procedures and false discovery rate control
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Statistics for high-dimensional data. Methods, theory and applications.
- Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
- The control of the false discovery rate in multiple testing under dependency.
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(13)- Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference
- Optimal decorrelated score subsampling for generalized linear models with massive data
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- Marginal false discovery rate for a penalized transformation survival model
- Model Selection of Generalized Estimating Equation With Divergent Model Size
- Homogeneity tests for one-way models with dependent errors under correlated groups
- Penalized estimating equations for generalized linear models with multiple imputation
- Mean and covariance estimation for discretely observed high-dimensional functional data: rates of convergence and division of observational regimes
- A sparse factor model for clustering high-dimensional longitudinal data
- Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression
- Optimal Poisson subsampling decorrelated score for high-dimensional generalized linear models
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
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