Two-Directional Simultaneous Inference for High-Dimensional Models-Reference-Cited by-同舟云学术

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Two-Directional Simultaneous Inference for High-Dimensional Models

Published:2023-04-14 Issue:1 Volume:42 Page:298-309
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Liu Wei¹^ORCID,Lin Huazhen¹^ORCID,Liu Jin²,Zheng Shurong³

Affiliation:

1. Center of Statistical Research and School of Statistics, Southwestern University of Finance and Economics, Chengdu, China

2. Centre for Quantitative Medicine, Program in Health Services & Systems Research, Duke-NUS Medical School, Singapore

3. School of Mathematics and Statistics, Northeast Normal University, Changchun, China

Funder

National Key R&D Program of China

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2023.2191672

Reference28 articles.

1. Principal components estimation and identification of static factors

2. A knockoff filter for high-dimensional selective inference

3. The control of the false discovery rate in multiple testing under dependency

4. Statistical significance in high-dimensional linear models

5. Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

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