Two-sample testing of high-dimensional linear regression coefficients via complementary sketching

DOI10.1214/22-AOS2216MaRDI QIDQ2105203

Fengnan Gao, Tengyao Wang

Publication date: 8 December 2022

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

Full work available at URL: https://arxiv.org/abs/2011.13624

zbMATH Keywords

linear modelhigh-dimensional datasparsityminimax detectiontwo-sample hypotheses testing

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Two-sample testing of high-dimensional linear regression coefficients via complementary sketching

Uses Software

• selectiveInference

Cites Work

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