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math.ST2025
Signal-to-Noise Ratio Inference for Multivariate High-Dimensional Linear Models
Xiaohan Hu, Zhentao Li, Xiaodong Li
We study inference for the fraction of total response variation explained by multivariate high-dimensional linear models. Two moment equations yield explicit estimates without fitt…
math.ST2022
Misspecification Analysis of High-Dimensional Random Effects Models for Estimation of Signal-to-Noise Ratios
Xiaohan Hu, Xiaodong Li
Estimation of signal-to-noise ratios and residual variances in high-dimensional linear models has various important applications, including heritability estimation in bioinformatic…