Testing a single regression coefficient in high dimensional linear models
Wei Lan, Ping-Shou Zhong, Runze Li, Hansheng Wang, Chih-Ling Tsai
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Lan, Wei ; Zhong, Ping-Shou ; Li, Runze ; Wang, Hansheng ; Tsai, Chih-Ling |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 195.2016, 1, p. 154-168
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| Subject: | Correlated Predictors Screening | False discovery rate | High dimensional data | Single coefficient test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.05.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705246