Code for "Score function-based tests for ultrahigh-dimensional linear models" This repository contains the code corresponding to the paper:
Score function-based tests for ultrahigh-dimensional linear models by Weichao Yang, Xu Guo and Lixing Zhu Electronic Journal of Statistics 2024
Overview This code implements the methods and experiments described in the above paper. It is provided to facilitate reproducibility and further research.
Citation If you find this code useful, please consider citing our paper: bibtex @article{yang2024score, title={Score function-based tests for ultrahigh-dimensional linear models}, author={Yang, Weichao and Guo, Xu and Zhu, Lixing}, journal={Electronic Journal of Statistics}, volume={18}, number={2}, pages={4407--4458}, year={2024}, publisher={The Institute of Mathematical Statistics and the Bernoulli Society} }