Linear hypothesis testing for high dimensional generalized linear models

DOI10.1214/18-AOS1761zbMath1436.62355OpenAlexW2966650337WikidataQ90168716 ScholiaQ90168716MaRDI QIDQ2328055

Zhao Chen, Chengchun Shi, Rui Song, Run-Ze Li

Publication date: 9 October 2019

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1564797860

zbMATH Keywords

score testWald testlikelihood ratio statisticslinear hypothesishigh dimensional testing

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

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Uses Software

• covTest

Cites Work

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