Hypothesis testing for high-dimensional multivariate regression with false discovery rate control

DOI10.1080/03610926.2021.1873378OpenAlexW3122281065MaRDI QIDQ5039792

Yunlong Zhu

Publication date: 4 October 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1873378

zbMATH Keywords

false discovery rategroup Lassomultivariate regressionrow-wise multiple testing

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

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• Joint testing and false discovery rate control in high-dimensional multivariate regression
• Model Selection and Estimation in Regression with Grouped Variables
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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