Testing a single regression coefficient in high dimensional linear models
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
|
Subject: | Correlated Predictors Screening | False discovery rate | High dimensional data | Single coefficient test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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