On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759): Difference between revisions

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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Least squares after model selection in high-dimensional sparse models
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Quasi-likelihood and/or robust estimation in high dimensions
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+High-dimensional generalized linear models and the lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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