Goodness-of-fit tests for high-dimensional Gaussian linear models

Annals of Statistics

Volumn 38, Issue 2, 2010, Pages 704-752

  Verzelen, Nicolas ^a   Villers, Fanny ^b  

^a UNIVERSITÉ PARIS SACLAY   (France)

^b CEMAGREF   (France)

Author keywords

Adaptive testing; Ellipsoid; Gaussian graphical models; Goodness of fit; Linear regression; Minimax hypothesis testing; Minimax separation rate; Multiple testing

Indexed keywords

EID: 77649319133     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS629     Document Type: Article

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