A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression

Martingale-difference-divergence-based tests for goodness-of-fit in quantile models

(2019) Kai Xu et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Conditional mean and quantile dependence testing in high dimension

(2018) Xianyang Zhang et al.   ANNALS OF STATISTICS

Testing for marginal linear effects in quantile regression

(2017) Huixia Judy Wang et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A lack-of-fit test for quantile regression models with high-dimensional covariates

(2015) Mercedes Conde-Amboage et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

An Adaptive Resampling Test for Detecting the Presence of Significant Predictors

(2015) Ian W. McKeague et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Quantile Correlations and Quantile Autoregressive Modeling

(2015) Guodong Li et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On asymptotically optimal confidence regions and tests for high-dimensional models

(2014) Sara van de Geer et al.   ANNALS OF STATISTICS

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

(2014) A. Belloni et al.   BIOMETRIKA

Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

(2014) Xiaofeng Shao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

(2014) Victor Chernozhukov et al.   PROBABILITY THEORY AND RELATED FIELDS

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

(2013) Victor Chernozhukov et al.   ANNALS OF STATISTICS

A Cramér moderate deviation theorem for Hotelling’s $T^{2}$-statistic with applications to global tests

(2013) Weidong Liu et al.   ANNALS OF STATISTICS

Two-sample test of high dimensional means under dependence

(2013) T. Tony Cai et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism

(2011) Ery Arias-Castro et al.   ANNALS OF STATISTICS

Innovated higher criticism for detecting sparse signals in correlated noise

(2010) Peter Hall et al.   ANNALS OF STATISTICS

Detection boundary in sparse regression

(2010) Yuri I. Ingster et al.   Electronic Journal of Statistics

Locally Weighted Censored Quantile Regression

(2009) Huixia Judy Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

The asymptotic distribution and Berry–Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

(2008) Wei-Dong Liu et al.   ANNALS OF APPLIED PROBABILITY

Characterization of LIL behavior in Banach space

(2008) Uwe Einmahl et al.   TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY