A note on Left-Spherically Distributed test with covariates

作者：Finos Livio^*

来源：Statistics & Probability Letters, 2011, 81(6): 639-641.

DOI：10.1016/j.spl.2011.01.023

• Multiple testing
• High dimensional data
• Covariates

The Left-Spherically Distributed linear scores test of Lauter et al. (1998) (Lauter, 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.

• 出版日期2011-6