Simultaneous test for linear model via projection

Autor: Hui Chen, Xuemin Zi
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