Testing predictor significance with ultra high dimensional multivariate responses

DOI10.1016/J.CSDA.2014.09.020MaRDI QIDQ1623800zbMATH OpenOpenAlexFDO

Authors Yingying Ma, Wei Lan, Hansheng Wang

Publication date 23 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2014.09.020

zbMATH Keywords

hypotheses testingmultivariate regressionpaid search advertisingultra high dimensional data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cites work

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• Mathematical Statistics
• Regression Analysis by Example
• Testing Against a High Dimensional Alternative
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• Testing covariates in high-dimensional regression
• Tests for high-dimensional regression coefficients with factorial designs
• The sparsity and bias of the LASSO selection in high-dimensional linear regression

Cited in

(3)

• Statistical inference for high-dimensional pathway analysis with multiple responses
• Ensemble testing for high-dimensional multiple response models
• Multivariate significance testing and model calibration under uncertainty

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