A new test for part of high dimensional regression coefficients

DOI10.1016/j.jmva.2015.02.014zbMath1329.62098OpenAlexW2079177605MaRDI QIDQ2348453

Si Yang Wang, Heng-Jian Cui

Publication date: 12 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.02.014

zbMATH Keywords

U-statisticslarge \(p\)small \(n\)high dimensional regressionpart of regression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Related Items

Variance-estimation-free test of significant covariates in high-dimensional regression ⋮ Test for high-dimensional regression coefficients using refitted cross-validation variance estimation ⋮ Test for high dimensional regression coefficients of partially linear models ⋮ Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients ⋮ Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix

Uses Software

• glmnet
• GSA

Cites Work

• Unnamed Item
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