A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix

DOI10.1007/s00362-020-01157-5zbMath1477.62178OpenAlexW3002735690WikidataQ126294838 ScholiaQ126294838MaRDI QIDQ2065308

Rui Wang, Xingzhong Xu

Publication date: 7 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01157-5

zbMATH Keywords

linear modelunbiasednessLindeberg methodhigh-dimensional testfixed design matrix

Mathematics Subject Classification ID

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

Uses Software

• EigenPrism
• hdi

Cites Work

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