Generalized \(F\) test for high dimensional linear regression coefficients

DOI10.1016/j.jmva.2013.02.010zbMath1277.62176OpenAlexW2085451536MaRDI QIDQ391594

Heng-Jian Cui, Si Yang Wang

Publication date: 10 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.010

zbMATH Keywords

generalized \(F\)-statisticshigh dimensional regressionpower of tests

Mathematics Subject Classification ID

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

Related Items (16)

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