2 papers
math.ST2015
A sequential rejection testing method for high-dimensional regression with correlated variables
Jacopo Mandozzi, Peter Bühlmann
We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the co…
math.ST2013
Hierarchical Testing in the High-Dimensional Setting with Correlated Variables
Jacopo Mandozzi, Peter Bühlmann
We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear mod…