High-dimensional general linear hypothesis tests via non-linear spectral shrinkage

DOI10.3150/19-BEJ1186zbMath1461.62079arXiv1810.02043MaRDI QIDQ2203614

Alexander Aue, Hao-Ran Li, Debashis Paul

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.02043

zbMATH Keywords

local alternativesrandom matrix theorygeneral linear hypothesisridge shrinkagespectral shrinkage

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Analysis of variance and covariance (ANOVA) (62J10)

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