Variance-estimation-free test of significant covariates in high-dimensional regression

DOI10.1080/03610918.2020.1790601OpenAlexW3042130949MaRDI QIDQ5042192

Zhiling Shen, Kai Xu

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1790601

zbMATH Keywords

rank regressionhigh-dimensional datahypotheses testingpartial \(F\)-test

Mathematics Subject Classification ID

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

Uses Software

• glmnet

Cites Work

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• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
• Tests for High-Dimensional Covariance Matrices
• Tests for High-Dimensional Regression Coefficients With Factorial Designs

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