scientific article; zbMATH DE number 7064057
From MaRDI portal
Publication:5381132
zbMath1489.62225arXiv1705.03604MaRDI QIDQ5381132
Emre Demirkaya, Yingying Fan, Jinchi Lv
Publication date: 7 June 2019
Full work available at URL: https://arxiv.org/abs/1705.03604
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
high dimensionality\(p\)-valuebreakdown pointnonuniformitygeneralized linear modeljoint significance testing
Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance, Analysis of overfitting in the regularized Cox model, Variable selection for high‐dimensional generalized linear model with block‐missing data, IPAD: Stable Interpretable Forecasting with Knockoffs Inference, RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs, Controlling the false discovery rate for latent factors via unit-rank deflation, The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square, Reproducible feature selection in high-dimensional accelerated failure time models, Some perspectives on inference in high dimensions, Reproducible learning in large-scale graphical models, Directional testing for high dimensional multivariate normal distributions, High-dimensional statistical inference via DATE
Cites Work
- Unnamed Item
- Unnamed Item
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Controlling the false discovery rate via knockoffs
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- The smallest eigenvalue of a large dimensional Wishart matrix
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- A limit theorem for the norm of random matrices
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Nonconcave penalized likelihood with a diverging number of parameters.
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- On robust regression with high-dimensional predictors
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Approximate Residual Balancing: Debiased Inference of Average Treatment Effects in High Dimensions
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Tests for High Dimensional Generalized Linear Models
- Model Selection Principles in Misspecified Models
- Table for Estimating the Goodness of Fit of Empirical Distributions
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- A Test of Goodness of Fit