Testing regression coefficients in high-dimensional and sparse settings

DOI10.1007/s10114-021-9468-8zbMath1477.62143OpenAlexW3207469150MaRDI QIDQ2244668

Qing Cheng, Kai Xu, Yan Tian

Publication date: 12 November 2021

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-021-9468-8

zbMATH Keywords

extreme value distributionhigh-dimensional linear modelsmaximum-type-test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)

Uses Software

• spcov

Cites Work

• Unnamed Item
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