[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
p-Values for High-Dimensional Regression. (2009). Meier, Lukas ; Bhlmann, Peter ; Meinshausen, Nicolai .
In: Journal of the American Statistical Association.
RePEc:bes:jnlasa:v:104:i:488:y:2009:p:1671-1681.

Full description at Econpapers || Download paper

Cited: 52

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhu, Liping ; Zhou, Yeqing ; Zhang, Yaowu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

    Full description at Econpapers || Download paper

  2. Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors. (2023). Wu, Yuanshan ; Huang, Jian ; Yin, Guosheng ; Wang, Xiaobo.
    In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data.
    RePEc:spr:lifeda:v:29:y:2023:i:1:d:10.1007_s10985-022-09568-2.

    Full description at Econpapers || Download paper

  3. Conformal off-policy prediction. (2023). Luo, Shikai ; Shi, Chengchun ; Zhang, Yingying.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118250.

    Full description at Econpapers || Download paper

  4. Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193.

    Full description at Econpapers || Download paper

  5. Reproducible Aggregation of Sample-Split Statistics. (2023). Romano, Joseph P ; Ritzwoller, David M.
    In: Papers.
    RePEc:arx:papers:2311.14204.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Multi split conformal prediction. (2022). Djordjilovi, Vera ; Solari, Aldo.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:184:y:2022:i:c:s0167715222000177.

    Full description at Econpapers || Download paper

  8. Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension. (2022). Giacobino, Caroline ; Diaz-Rodriguez, Jairo ; Sardy, Sylvain.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000871.

    Full description at Econpapers || Download paper

  9. Confidence intervals for parameters in high-dimensional sparse vector autoregression. (2022). Liu, Hanzhong ; Zhu, KE.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002176.

    Full description at Econpapers || Download paper

  10. Boosted p-Values for High-Dimensional Vector Autoregression. (2022). Huang, Xiao.
    In: Papers.
    RePEc:arx:papers:2211.02215.

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. Testing mediation effects using logic of Boolean matrices. (2021). Li, Lexin ; Shi, Chengchun.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:108881.

    Full description at Econpapers || Download paper

  13. Innovated scalable efficient inference for ultra-large graphical models. (2021). Zheng, Zemin ; Zhou, Jia ; Dong, Ruipeng.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:173:y:2021:i:c:s016771522100047x.

    Full description at Econpapers || Download paper

  14. Marginal false discovery rate for a penalized transformation survival model. (2021). Lin, Cunjie ; Ma, Shuangge ; Liang, Weijuan.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000669.

    Full description at Econpapers || Download paper

  15. Variable selection for generalized odds rate mixture cure models with interval-censored failure time data. (2021). Sun, Jianguo ; Hu, Tao ; Zhao, Shishun ; Xu, Yang.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:156:y:2021:i:c:s0167947320302061.

    Full description at Econpapers || Download paper

  16. Rejoinder on: Hierarchical inference for genome-wide association studies: a view on methodology with software. (2020). Buhlmann, Peter ; Kalisch, Markus ; Buzdugan, Laura ; Renaux, Claude.
    In: Computational Statistics.
    RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00948-1.

    Full description at Econpapers || Download paper

  17. Hierarchical inference for genome-wide association studies: a view on methodology with software. (2020). Buhlmann, Peter ; Kalisch, Markus ; Buzdugan, Laura ; Renaux, Claude.
    In: Computational Statistics.
    RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00939-2.

    Full description at Econpapers || Download paper

  18. Error density estimation in high-dimensional sparse linear model. (2020). Cui, Hengjian ; Zou, Feng.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:72:y:2020:i:2:d:10.1007_s10463-018-0699-0.

    Full description at Econpapers || Download paper

  19. Exact tests via multiple data splitting. (2020). Romano, Joseph P ; Diciccio, Thomas J.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301681.

    Full description at Econpapers || Download paper

  20. Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap. (2020). Biewen, Martin ; Seckler, Matthias ; Fitzenberger, Bernd.
    In: Labour Economics.
    RePEc:eee:labeco:v:67:y:2020:i:c:s0927537120301317.

    Full description at Econpapers || Download paper

  21. Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

    Full description at Econpapers || Download paper

  22. An improved variable selection procedure for adaptive Lasso in high-dimensional survival analysis. (2019). Xu, Han ; Zhou, Xiang ; Wang, Yue ; He, Kevin ; Huang, Can.
    In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data.
    RePEc:spr:lifeda:v:25:y:2019:i:3:d:10.1007_s10985-018-9455-2.

    Full description at Econpapers || Download paper

  23. Iassopack: Model Selection and Prediction with Regularized Regression in Stata. (2019). Schaffer, Mark ; Ahrens, Achim ; Hansen, Christian B.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp12081.

    Full description at Econpapers || Download paper

  24. Predictor ranking and false discovery proportion control in high-dimensional regression. (2019). Chen, Xiongzhi ; Jeng, Jessie X.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:171:y:2019:i:c:p:163-175.

    Full description at Econpapers || Download paper

  25. Projection tests for high-dimensional spiked covariance matrices. (2019). Guo, Wenwen ; Cui, Hengjian.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:169:y:2019:i:c:p:21-32.

    Full description at Econpapers || Download paper

  26. lassopack: Model selection and prediction with regularized regression in Stata. (2019). Schaffer, Mark ; Ahrens, Achim ; Hansen, Christian B.
    In: Papers.
    RePEc:arx:papers:1901.05397.

    Full description at Econpapers || Download paper

  27. Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments. (2019). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Duflo, Esther ; Demirer, Mert.
    In: Papers.
    RePEc:arx:papers:1712.04802.

    Full description at Econpapers || Download paper

  28. Climate Change Awareness and Willingness to Pay for its Mitigation: Evidence from the UK. (2018). Tol, Richard ; Novackova, Monika.
    In: Working Paper Series.
    RePEc:sus:susewp:0318.

    Full description at Econpapers || Download paper

  29. High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:35/18.

    Full description at Econpapers || Download paper

  30. False discovery control for penalized variable selections with high-dimensional covariates. (2018). Xiang, Zhou ; Kevin, HE ; Yi, LI ; Xiaoquan, Wen ; Hui, Jiang.
    In: Statistical Applications in Genetics and Molecular Biology.
    RePEc:bpj:sagmbi:v:17:y:2018:i:6:p:11:n:3.

    Full description at Econpapers || Download paper

  31. High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre.
    In: Papers.
    RePEc:arx:papers:1806.01888.

    Full description at Econpapers || Download paper

  32. Rejoinder on: High-dimensional simultaneous inference with the bootstrap. (2017). Zhang, Cun-Hui ; Buhlmann, Peter ; Dezeure, Ruben.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0560-4.

    Full description at Econpapers || Download paper

  33. High-dimensional simultaneous inference with the bootstrap. (2017). Zhang, Cun-Hui ; Buhlmann, Peter ; Dezeure, Ruben.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0554-2.

    Full description at Econpapers || Download paper

  34. On the impact of model selection on predictor identification and parameter inference. (2017). Carroll, Raymond J ; Redd, Andrew ; Pfeiffer, Ruth M.
    In: Computational Statistics.
    RePEc:spr:compst:v:32:y:2017:i:2:d:10.1007_s00180-016-0690-2.

    Full description at Econpapers || Download paper

  35. Uncertainty quantification under group sparsity. (2017). Zhou, Qing ; Min, Seunghyun.
    In: Biometrika.
    RePEc:oup:biomet:v:104:y:2017:i:3:p:613-632..

    Full description at Econpapers || Download paper

  36. Generic machine learning inference on heterogenous treatment effects in randomized experiments. (2017). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Duflo, Esther ; Demirer, Mert.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:61/17.

    Full description at Econpapers || Download paper

  37. A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12417.

    Full description at Econpapers || Download paper

  38. Two-sample testing in high dimensions. (2017). Stadler, Nicolas ; Mukherjee, Sach .
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:79:y:2017:i:1:p:225-246.

    Full description at Econpapers || Download paper

  39. Controlling the false discoveries in LASSO. (2017). Huang, Hanwen .
    In: Biometrics.
    RePEc:bla:biomet:v:73:y:2017:i:4:p:1102-1110.

    Full description at Econpapers || Download paper

  40. Consistent variable selection for functional regression models. (2016). , Julian ; Zambom, Adriano Z ; Dias, Ronaldo.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:146:y:2016:i:c:p:63-71.

    Full description at Econpapers || Download paper

  41. Testing covariates in high dimension linear regression with latent factors. (2016). Fang, Kuangnan ; Lan, Wei ; Ding, Yue.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:144:y:2016:i:c:p:25-37.

    Full description at Econpapers || Download paper

  42. Testing a single regression coefficient in high dimensional linear models. (2016). Wang, Hansheng ; Li, Runze ; Zhong, Ping-Shou ; Lan, Wei ; Tsai, Chih-Ling.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:195:y:2016:i:1:p:154-168.

    Full description at Econpapers || Download paper

  43. An Adaptive Resampling Test for Detecting the Presence of Significant Predictors. (2015). McKeague, Ian W ; Qian, Min.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1422-1433.

    Full description at Econpapers || Download paper

  44. Variable selection after screening: with or without data splitting?. (2015). Yang, Yuhong ; Zhu, Xiaoyi .
    In: Computational Statistics.
    RePEc:spr:compst:v:30:y:2015:i:1:p:191-203.

    Full description at Econpapers || Download paper

  45. Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

    Full description at Econpapers || Download paper

  46. High-dimensional variable screening and bias in subsequent inference, with an empirical comparison. (2014). Buhlmann, Peter ; Mandozzi, Jacopo .
    In: Computational Statistics.
    RePEc:spr:compst:v:29:y:2014:i:3:p:407-430.

    Full description at Econpapers || Download paper

  47. GWAS in a Box: Statistical and Visual Analytics of Structured Associations via GenAMap. (2014). Kinnaird, Peter ; Wu, Wei ; Puniyani, Kriti ; Yin, Junming ; Lee, Seunghak ; Schoenherr, Georg ; Curtis, Ross E ; Xing, Eric P.
    In: PLOS ONE.
    RePEc:plo:pone00:0097524.

    Full description at Econpapers || Download paper

  48. Empirical likelihood test for high dimensional linear models. (2014). Peng, Liang ; Qi, Yongcheng ; Wang, Ruodu.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:86:y:2014:i:c:p:85-90.

    Full description at Econpapers || Download paper

  49. PUMA: A Unified Framework for Penalized Multiple Regression Analysis of GWAS Data. (2013). Mezey, Jason G ; Logsdon, Benjamin A ; Hoffman, Gabriel E.
    In: PLOS Computational Biology.
    RePEc:plo:pcbi00:1003101.

    Full description at Econpapers || Download paper

  50. Stability selection. (2010). Meinshausen, Nicolai ; Buhlmann, Peter .
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:72:y:2010:i:4:p:417-473.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-22 21:47:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.