Testing a single regression coefficient in high dimensional linear models
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3233297 (Why is no real title available?)
- scientific article; zbMATH DE number 3254517 (Why is no real title available?)
- A Direct Approach to False Discovery Rates
- Adaptive Lasso for sparse high-dimensional regression models
- Bounds on the Bivariate Normal Distribution Function
- Common risk factors in the returns on stocks and bonds
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Consistent variable selection in high dimensional regression via multiple testing
- Econometric analysis of cross section and panel data.
- Estimating false discovery proportion under arbitrary covariance dependence
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Factor profiled sure independence screening
- Feature screening via distance correlation learning
- Forward regression for ultra-high dimensional variable screening
- Gaussian graphical model estimation with false discovery rate control
- High Dimensional Variable Selection via Tilting
- High-dimensional graphs and variable selection with the Lasso
- Inference on treatment effects after selection among high-dimensional controls
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Regularized estimation of large covariance matrices
- Scaled sparse linear regression
- Sparse models and methods for optimal instruments with an application to eminent domain
- Statistical significance in high-dimensional linear models
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing Against a High Dimensional Alternative
- Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Tests for high-dimensional regression coefficients with factorial designs
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- \(p\)-values for high-dimensional regression
Cited in
(18)- Tests for high-dimensional single-index models
- Statistical inference for smoothed quantile regression with streaming data
- The nonparametric Box-Cox model for high-dimensional regression analysis
- Global solutions to folded concave penalized nonconvex learning
- Variance-estimation-free test of significant covariates in high-dimensional regression
- A new test for part of high dimensional regression coefficients
- Testing covariates in high-dimensional regression
- Quantile Correlation-based Variable Selection
- Tests of parameter matrix in multivariate general linear model with large dimensions
- F-test and z-test for high-dimensional regression models with a factor structure
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- Generalized F-test for high dimensional regression coefficients of partially linear models
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- Testing regression coefficients in high-dimensional and sparse settings
- Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients
- Significance testing in non-sparse high-dimensional linear models
- Debiased Inference on Treatment Effect in a High-Dimensional Model
- Estimation and inference in ultrahigh-dimensional partially linear single-index models
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