Ontology highlight
ABSTRACT:
SUBMITTER: Shi C
PROVIDER: S-EPMC6750760 | biostudies-literature | 2019 Oct
REPOSITORIES: biostudies-literature
Shi Chengchun C Song Rui R Chen Zhao Z Li Runze R
Annals of statistics 20190803 5
This paper is concerned with testing linear hypotheses in high-dimensional generalized linear models. To deal with linear hypotheses, we first propose constrained partial regularization method and study its statistical properties. We further introduce an algorithm for solving regularization problems with folded-concave penalty functions and linear constraints. To test linear hypotheses, we propose a partial penalized likelihood ratio test, a partial penalized score test and a partial penalized W ...[more]