Ridge-Regularized Largest Root Test For High-Dimensional General Linear Hypotheses
Fuente:
arXiv
Guardado en:
| Autor principal: | Li, Haoran |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Testing High-dimensional Nonstationary Time Series
por: Liu, Ruihan, et al.
Publicado: (2023)
por: Liu, Ruihan, et al.
Publicado: (2023)
Air-HOLP: Adaptive Regularized Feature Screening for High Dimensional Correlated Data
por: Joudah, Ibrahim, et al.
Publicado: (2024)
por: Joudah, Ibrahim, et al.
Publicado: (2024)
W-transforms: Uniformity-preserving transformations and induced dependence structures
por: Hofert, Marius, et al.
Publicado: (2025)
por: Hofert, Marius, et al.
Publicado: (2025)
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
por: Hu, Yanlin, et al.
Publicado: (2024)
por: Hu, Yanlin, et al.
Publicado: (2024)
Alignment and matching tests for high-dimensional tensor signals via tensor contraction
por: Liu, Ruihan, et al.
Publicado: (2024)
por: Liu, Ruihan, et al.
Publicado: (2024)
Laplace Variational Inference for Bayesian Envelope Models
por: Kim, Seunghyeon, et al.
Publicado: (2026)
por: Kim, Seunghyeon, et al.
Publicado: (2026)
Likelihood Ratio Tests by Kernel Gaussian Embedding
por: Santoro, Leonardo V., et al.
Publicado: (2025)
por: Santoro, Leonardo V., et al.
Publicado: (2025)
Tests for the mean of high-dimensional data
por: Ferger, Dietmar
Publicado: (2026)
por: Ferger, Dietmar
Publicado: (2026)
Exact MLE for Generalized Linear Mixed Models
por: Zhang, Tonglin
Publicado: (2024)
por: Zhang, Tonglin
Publicado: (2024)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
por: Daayeb, Hanen, et al.
Publicado: (2025)
por: Daayeb, Hanen, et al.
Publicado: (2025)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
por: Desgagné, Alain, et al.
Publicado: (2025)
por: Desgagné, Alain, et al.
Publicado: (2025)
An ordering for the strength of functional dependence
por: Ansari, Jonathan, et al.
Publicado: (2025)
por: Ansari, Jonathan, et al.
Publicado: (2025)
A Gaussian process and linear-based framework for computing cut distributions in modular Bayesian calibration of two chained computer models
por: Baldé, Oumar, et al.
Publicado: (2023)
por: Baldé, Oumar, et al.
Publicado: (2023)
Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
por: Huang, Zhen, et al.
Publicado: (2025)
por: Huang, Zhen, et al.
Publicado: (2025)
Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices
por: Li, Yanpeng, et al.
Publicado: (2024)
por: Li, Yanpeng, et al.
Publicado: (2024)
Correcting Mode Proportion Bias in Generalized Bayesian Inference via a Weighted Kernel Stein Discrepancy
por: Afzali, Elham, et al.
Publicado: (2025)
por: Afzali, Elham, et al.
Publicado: (2025)
Low-Rank and Sparse Drift Estimation for High-Dimensional Lévy-Driven Ornstein--Uhlenbeck Processes
por: Palaisti, Marina
Publicado: (2026)
por: Palaisti, Marina
Publicado: (2026)
Measuring and testing tail equivalence
por: Koike, Takaaki, et al.
Publicado: (2024)
por: Koike, Takaaki, et al.
Publicado: (2024)
Knockoffs for exchangeable categorical covariates
por: Dreassi, Emanuela, et al.
Publicado: (2024)
por: Dreassi, Emanuela, et al.
Publicado: (2024)
On goodness-of-fit testing for volatility in McKean-Vlasov models
por: Heidari, Akram, et al.
Publicado: (2025)
por: Heidari, Akram, et al.
Publicado: (2025)
Optimal Spectral Algorithms for Correlated Two-view Models in High Dimensions
por: Du, Hang, et al.
Publicado: (2026)
por: Du, Hang, et al.
Publicado: (2026)
Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
por: Kim, Seongmin, et al.
Publicado: (2025)
por: Kim, Seongmin, et al.
Publicado: (2025)
Deficiency bounds for the multivariate inverse hypergeometric distribution
por: Ouimet, Frédéric
Publicado: (2023)
por: Ouimet, Frédéric
Publicado: (2023)
Bayesian nonparametric copulas with tail dependence
por: Ausín, Maria Concepción, et al.
Publicado: (2025)
por: Ausín, Maria Concepción, et al.
Publicado: (2025)
Group Permutation Testing in Linear Model: Sharp Validity, Power Improvement, and Extension Beyond Exchangeability
por: Li, Zonghan, et al.
Publicado: (2026)
por: Li, Zonghan, et al.
Publicado: (2026)
Covariance Correction for Permutation Statistics in Multiple Testing Problems
por: Munko, Merle, et al.
Publicado: (2026)
por: Munko, Merle, et al.
Publicado: (2026)
Estimation of the invariant measure of a multidimensional diffusion from noisy observations
por: Maillet, Raphaël, et al.
Publicado: (2024)
por: Maillet, Raphaël, et al.
Publicado: (2024)
A family of Chatterjee's correlation coefficients and their properties
por: Gao, Muhong, et al.
Publicado: (2024)
por: Gao, Muhong, et al.
Publicado: (2024)
Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
por: Ali, Alam, et al.
Publicado: (2024)
por: Ali, Alam, et al.
Publicado: (2024)
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
por: Kozubowski, Tomasz J., et al.
Publicado: (2026)
por: Kozubowski, Tomasz J., et al.
Publicado: (2026)
"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
por: Chen, Richard Y.
Publicado: (2024)
por: Chen, Richard Y.
Publicado: (2024)
Variable Fusion and Selection via a Spike-and-Slab Approach with Nonlocal Priors
por: Miyake, Junya, et al.
Publicado: (2026)
por: Miyake, Junya, et al.
Publicado: (2026)
Design-based causal inference in bipartite experiments
por: Lu, Sizhu, et al.
Publicado: (2025)
por: Lu, Sizhu, et al.
Publicado: (2025)
Berry-Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes
por: Shi, Lei, et al.
Publicado: (2022)
por: Shi, Lei, et al.
Publicado: (2022)
Asymptotic theory of the quadratic assignment procedure for dyadic data analysis
por: Shi, Lei, et al.
Publicado: (2024)
por: Shi, Lei, et al.
Publicado: (2024)
Forward selection and post-selection inference in factorial designs
por: Shi, Lei, et al.
Publicado: (2023)
por: Shi, Lei, et al.
Publicado: (2023)
Change point analysis -- the empirical Hankel transform approach
por: Lukić, Žikica, et al.
Publicado: (2023)
por: Lukić, Žikica, et al.
Publicado: (2023)
A note on Bayesian R-squared for generalized additive mixed models
por: Jalilian, Abdollah, et al.
Publicado: (2024)
por: Jalilian, Abdollah, et al.
Publicado: (2024)
Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models
por: Gómez, Román Salmerón, et al.
Publicado: (2025)
por: Gómez, Román Salmerón, et al.
Publicado: (2025)
On Generalized Transmuted Lifetime Distribution
por: Pandey, Alok Kumar, et al.
Publicado: (2024)
por: Pandey, Alok Kumar, et al.
Publicado: (2024)
Ejemplares similares
-
Testing High-dimensional Nonstationary Time Series
por: Liu, Ruihan, et al.
Publicado: (2023) -
Air-HOLP: Adaptive Regularized Feature Screening for High Dimensional Correlated Data
por: Joudah, Ibrahim, et al.
Publicado: (2024) -
W-transforms: Uniformity-preserving transformations and induced dependence structures
por: Hofert, Marius, et al.
Publicado: (2025) -
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
por: Hu, Yanlin, et al.
Publicado: (2024) -
Alignment and matching tests for high-dimensional tensor signals via tensor contraction
por: Liu, Ruihan, et al.
Publicado: (2024)