Testing high-dimensional regression coefficients in linear models

DOI10.1214/24-aos2420MaRDI QIDQ6656610

Changcheng Li, Alex X. Zhao, Zhe Zhang, Run-Ze Li

Publication date: 3 January 2025

Published in: The Annals of Statistics (Search for Journal in Brave)

zbMATH Keywords

power enhancementhotelling T2-testtest of high-dimensional means

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Diagnostics, and linear inference and regression (62J20)

Cites Work

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• Empirical likelihood test for a large-dimensional mean vector
• Tests for High-Dimensional Regression Coefficients With Factorial Designs

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