Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation
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Publication:525885
DOI10.1007/s11425-016-0156-0zbMath1366.62113OpenAlexW2547970580MaRDI QIDQ525885
YongShuai Chen, WenWen Guo, Heng-Jian Cui
Publication date: 5 May 2017
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-016-0156-0
robustlarge \(p\)small \(n\)\(U\)-type testhigh dimension regressionrefitted cross-validation variance estimation
Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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