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Nonuniformity of P-values Can Occur Early in Diverging Dimensions

Evaluating the joint significance of covariates is of fundamental importance in a wide range of applications. To this end, p-values are frequently employed and produced by algorithms that are powered by classical large-sample asymptotic theory. It is well known that the conventional p-values in Gaus...

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Detalhes bibliográficos
Publicado no:J Mach Learn Res
Main Authors: Fan, Yingying, Demirkaya, Emre, Lv, Jinchi
Formato: Artigo
Idioma:Inglês
Publicado em: 2019
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7079742/
https://ncbi.nlm.nih.gov/pubmed/32190012
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