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5. Hypothesis Testing for High-dimensional Regression Models

Hypothesis Testing for High-dimensional Regression Models

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：heatsink

【摘 要】

：

In high-dimensional regression analysis where the number of potential covariates is much larger than the sample size,inference on the support of true coefficients is necessary and crucial.

【作 者】

：

Shan Luo Weidong Liu 

【机 构】

：

School of Mathematical Sciences,Shanghai Jiao Tong University,200240,China

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

high-dimensional regression hypothesis testing false discovery rate variable sel 

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　　In high-dimensional regression analysis where the number of potential covariates is much larger than the sample size,inference on the support of true coefficients is necessary and crucial.

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