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LINEAR HYPOTHESIS TESTING FOR HIGH DIMENSIONAL GENERALIZED LINEAR MODELS
This paper is concerned with testing linear hypotheses in high-dimensional generalized linear models. To deal with linear hypotheses, we first propose constrained partial regularization method and study its statistical properties. We further introduce an algorithm for solving regularization problems...
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| Gepubliceerd in: | Ann Stat |
|---|---|
| Hoofdauteurs: | , , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
2019
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6750760/ https://ncbi.nlm.nih.gov/pubmed/31534282 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/18-AOS1761 |
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