A note on Left-Spherically Distributed test with covariates

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• 作者：Livio Finos ; ^a ; ^{livio.finos@unipd.it}
• 关键词：Multiple testing ; High dimensional data ; Covariates
• 刊名：Statistics and Probability Letters
• 出版年：2011
• 出版时间：June 2011
• 年：2011
• 卷：81
• 期：6
• 页码：639-641
• 全文大小：210 K

文摘

The Left-Spherically Distributed linear scores test of Läuter et al. (1998) (Läuter, J., Glimm, E., Kropf, S., 1998. Multivariate tests based on left-spherically distributed linear scores. Annals of Statistics 26, 1972–1988) is extended to account for nuisance parameters, particularly for covariates that are assumed to explain (part of) the response variables but are not under test. An R code is available on the someMTP package in CRAN.