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A Regularization-Based Adaptive Test for High-Dimensional Generalized Linear Models

In spite of its urgent importance in the era of big data, testing high-dimensional parameters in generalized linear models (GLMs) in the presence of high-dimensional nuisance parameters has been largely under-studied, especially with regard to constructing powerful tests for general (and unknown) al...

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Detalhes bibliográficos
Publicado no:J Mach Learn Res
Main Authors: Wu, Chong, Xu, Gongjun, Shen, Xiaotong, Pan, Wei
Formato: Artigo
Idioma:Inglês
Publicado em: 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7425805/
https://ncbi.nlm.nih.gov/pubmed/32802002
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