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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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Detalhes bibliográficos
Publicado no:Ann Stat
Main Authors: Shi, Chengchun, Song, Rui, Chen, Zhao, Li, Runze
Formato: Artigo
Idioma:Inglês
Publicado em: 2019
Assuntos:
Acesso em linha: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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