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An adaptive resampling test for detecting the presence of significant predictors

This paper investigates marginal screening for detecting the presence of significant predictors in high-dimensional regression. Screening large numbers of predictors is a challenging problem due to the non-standard limiting behavior of post-model-selected estimators. There is a common misconception...

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書目詳細資料
發表在:J Am Stat Assoc
Main Authors: McKeague, Ian W., Qian, Min
格式: Artigo
語言:Inglês
出版: 2016
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在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC4826762/
https://ncbi.nlm.nih.gov/pubmed/27073292
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2015.1095099
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