Lan, Wei; Wang, Hansheng; Tsai, Chih-Ling - In: Annals of the Institute of Statistical Mathematics 66 (2014) 2, pp. 279-301
In a high-dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically, we employ the partial covariances between the response variable and the tested covariates to obtain a test statistic. The resulting...
