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The naive Bayes approach is one of the most popular methods used for classification. Nevertheless, how to test its statistical significance under an ultra-high-dimensional (UHD) setup is not well understood. To fill this important theoretical gap, we propose a novel testing statistic with a...
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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...
Persistent link: https://www.econbiz.de/10013082410
Existing high dimensional two-sample tests usually assume that different elements of a high dimensional predictor are weakly dependent. Such a condition can be violated when data follow a low dimensional latent factor structure. As a result, the recently developed two-sample testing methods are...
Persistent link: https://www.econbiz.de/10013015960
In social network analysis, logistic regression models have been widely used to establish the relationship between the response variable and covariates. However, such models often require the network relationships to be mutually independent, after controlling for a set of covariates. To assess...
Persistent link: https://www.econbiz.de/10014135939
In social network analysis, logistic regression models have been widely used to establish the relationship between the response variable and covariates. However, such models often require the network relationships to be mutually independent, after controlling for a set of covariates. To assess...
Persistent link: https://www.econbiz.de/10014138504