Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
Sign Up to like & getrecommendations! Published in 2021 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2019.1710154
Abstract: Abstract In this article, we develop a new estimation and valid inference method for single or low-dimensional regression coefficients in high-dimensional generalized linear models. The number of the predictors is allowed to grow exponentially fast… read more here.
Keywords: high dimensional; estimation; inference high; score ... See more keywords
Group inference in high dimensions with applications to hierarchical testing
Sign Up to like & getrecommendations! Published in 2021 at "Electronic Journal of Statistics"
DOI: 10.1214/21-ejs1955
Abstract: Group inference has been a long-standing question in statistics and the development of high-dimensional group inference is an essential part of statistical methods for analyzing complex data sets, including hierarchical testing, tests of interaction, detection… read more here.
Keywords: group; inference high; group inference; high dimensions ... See more keywords