Penalized Independence Rule for Testing High-Dimensional Hypotheses

DOI10.1080/03610926.2010.484160zbMath1217.62081OpenAlexW2006719445MaRDI QIDQ3017854

Jun Zhu, Zheng Yan Lin, Yanfeng Shen

Publication date: 20 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.484160

zbMATH Keywords

powerhigh-dimensional datasoft-thresholding

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Uses Software

• ElemStatLearn

Cites Work

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