Test for high-dimensional regression coefficients using refitted cross-validation variance estimation

DOI10.1214/17-AOS1573zbMath1392.62159MaRDI QIDQ1650066

Wei Zhong, WenWen Guo, Heng-Jian Cui

Publication date: 29 June 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1525313072

zbMATH Keywords

hypothesis testingU-statisticshigh-dimensional regressionmartingale central limit theoremrefitted cross-validation variance estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (16)

Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores ⋮ Projection-based high-dimensional sign test ⋮ Test for high-dimensional regression coefficients using refitted cross-validation variance estimation ⋮ Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients ⋮ Test for high dimensional partially linear models ⋮ New Tests for High-Dimensional Linear Regression Based on Random Projection ⋮ A new test for high‐dimensional regression coefficients in partially linear models ⋮ Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances ⋮ Tests for high-dimensional single-index models ⋮ A post-screening diagnostic study for ultrahigh dimensional data ⋮ Reprint: Hypothesis testing on high dimensional quantile regression ⋮ Hypothesis testing on high dimensional quantile regression ⋮ Most powerful test against a sequence of high dimensional local alternatives ⋮ Testing regression coefficients in high-dimensional and sparse settings ⋮ A faster U-statistic for testing independence in the functional linear models ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix

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