Pages that link to "Item:Q5367449"
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The following pages link to An Adaptive Resampling Test for Detecting the Presence of Significant Predictors (Q5367449):
Displaying 16 items.
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Parametric-Rate Inference for One-Sided Differentiable Parameters (Q4962444) (← links)
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (Q5066778) (← links)
- A Sequential Significance Test for Treatment by Covariate Interactions (Q5155191) (← links)
- Marginal screening for high-dimensional predictors of survival outcomes (Q5243751) (← links)
- Model‐robust inference for continuous threshold regression models (Q5283301) (← links)
- Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
- Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension (Q6107209) (← links)
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression (Q6175797) (← links)
- Approximate Selective Inference via Maximum Likelihood (Q6185576) (← links)
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension (Q6536932) (← links)
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data (Q6548865) (← links)
- Testing a global null hypothesis using ensemble machine learning methods (Q6628383) (← links)
