Testing covariates in high-dimensional regression

Wei Lan; Hansheng Wang; Chih‐Ling Tsai

doi:10.1007/s10463-013-0414-0

ScienceGate Book Chapters

JOURNAL ARTICLE

Testing covariates in high-dimensional regression

Wei Lan Hansheng Wang Chih‐Ling Tsai

Year: 2013 Journal: Annals of the Institute of Statistical Mathematics Vol: 66 (2)Pages: 279-301 Publisher: Springer Science+Business Media

DOI: 10.1007/s10463-013-0414-0

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Test statistic Covariate Statistics Null hypothesis Statistical hypothesis testing Statistic Linear regression Monte Carlo method Regression analysis Null (SQL) Econometrics Computer science Data mining

Metrics

Cited By

3.56

FWCI (Field Weighted Citation Impact)

Refs

0.94

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Testing covariates in high-dimensional regression

Metrics

Citation History

Topics

Related Documents

Testing Covariates in High Dimensional Regression

Testing endogeneity with high dimensional covariates

Generalized Regression Estimators with High-Dimensional Covariates

Semiparametric quantile regression with high-dimensional covariates

On Sliced Inverse Regression With High-Dimensional Covariates