Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Group Inference in High Dimensions with Applications to Hierarchical
  Testing   High-dimensional group inference is an essential part of statistical methods
for analysing complex data sets, including hierarchical testing, tests of
interaction, detection of heterogeneous treatment effects and inference for
local heritability. Group inference in regression models can be measured with
respect to a weighted quadratic functional of the regression sub-vector
corresponding to the group. Asymptotically unbiased estimators of these
weighted quadratic functionals are constructed and a novel procedure using
these estimators for inference is proposed. We derive its asymptotic Gaussian
distribution which enables the construction of asymptotically valid confidence
intervals and tests which perform well in terms of length or power. The
proposed test is computationally efficient even for a large group,
statistically valid for any group size and achieving good power performance for
testing large groups with many small regression coefficients. We apply the
methodology to several interesting statistical problems and demonstrate its
strength and usefulness on simulated and real data.

36
The categories of this paper are: cmp-lg
29
The categories of this paper are: funct-an
0
The categories of this paper are: hep-ph
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
24
The categories of this paper are: dg-ga
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
31
The categories of this paper are: ao-sci
3
The categories of this paper are: physics
37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th