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J. Luo, “Asymptotical Properties of Coefficient of De- termination for Ridge Regression with Growing Dimen- sions,” Oriental Journal of Statistical Methods, Theory and Applications, Vol. 1, No. 1, 2011, pp. 41-49.

has been cited by the following article:

• TITLE: A New Test for Large Dimensional Regression Coefficients

  AUTHORS: June Luo, Yi-Jun Zuo

  KEYWORDS: High Dimension, Ridge Regression, Hypothesis Test, Partial Linear Model, Asymptotic

  JOURNAL NAME: Open Journal of Statistics, Vol.1 No.3, October 20, 2011

  ABSTRACT: In the article, hypothesis test for coefficients in high dimensional regression models is considered. I develop simultaneous test statistic for the hypothesis test in both linear and partial linear models. The derived test is designed for growing p and fixed n where the conventional F-test is no longer appropriate. The asymptotic distribution of the proposed test statistic under the null hypothesis is obtained.