Variance-estimation-free test of significant covariates in high-dimensional regression.
Kai XuZhiling ShenPublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- high dimensional
- regression model
- generalized linear models
- estimation problems
- statistical significance
- sample size
- dimensionality reduction
- similarity search
- canonical correlation analysis
- nonparametric regression
- machine learning
- semi parametric
- regression methods
- variable selection
- correlation coefficient
- logistic regression
- test cases
- nearest neighbor
- standard deviation
- density estimation
- gaussian processes
- regression analysis
- parameter space
- reproducing kernel hilbert space
- noisy data
- covariance matrix
- test data
- intrinsic dimensionality
- response variable
- regression coefficients