Goodness-of-fit Testing in High Dimensional Generalized Linear Models

DOI10.1111/rssb.12371OpenAlexW3024697816MaRDI QIDQ5087155

Richard J. Samworth, Jana Janková, Rajen D. Shah, Peter Bühlmann

Publication date: 8 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.03606

zbMATH Keywords

group testinggeneralized linear modelshigh dimensional datadebiasinggoodness-of-fit testingresidual prediction

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

GRPtests ⋮ Double-estimation-friendly inference for high-dimensional misspecified models ⋮ Is a Classification Procedure Good Enough?—A Goodness-of-Fit Assessment Tool for Classification Learning ⋮ Dimension-agnostic inference using cross U-statistics ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ Unnamed Item ⋮ Poisson limit theorems for the Cressie-Read statistics ⋮ Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling ⋮ Averaging \(p\)-values under exchangeability

Uses Software

• R
• glmnet
• XGBoost

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