Simultaneous test for linear model via projection
Autor: | Hui Chen, Xuemin Zi |
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Rok vydání: | 2021 |
Předmět: | |
Zdroj: | Communications in Statistics - Theory and Methods. 52:2365-2378 |
ISSN: | 1532-415X 0361-0926 |
DOI: | 10.1080/03610926.2021.1952268 |
Popis: | In this paper, we focus on the simultaneous test for the high-dimensional linear model coefficient. In high-dimensional setting, the traditional F-test is infeasible while the dimension is larger t... |
Databáze: | OpenAIRE |
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