Q4969222 (Q4969222): Difference between revisions

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+Regularized estimation of large covariance matrices
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+Two-Sample Test of High Dimensional Means Under Dependence
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+High-dimensional simultaneous inference with the bootstrap
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+Can we trust the bootstrap in high-dimension?
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+Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure independence screening in generalized linear models with NP-dimensionality
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+An overview of the estimation of large covariance and precision matrices
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+Tests for High Dimensional Generalized Linear Models
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+Q4841600
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+Q5624460
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+Debiasing the Lasso: optimal sample size for Gaussian designs
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+Asymptotics for Lasso-type estimators.
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+Normal rank
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+A Goodness-of-Fit Test for Binary Regression Models, Based on Smoothing Methods
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+Exact post-selection inference, with application to the Lasso
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+Test for rare variants by environment interactions in sequencing association studies
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+<i>p</i>-Values for High-Dimensional Regression
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+Likelihood-Based Selection and Sharp Parameter Estimation
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+Linear hypothesis testing for high dimensional generalized linear models
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+A modern maximum-likelihood theory for high-dimensional logistic regression
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
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+High-dimensional variable selection
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+An Adaptive Test on High-dimensional Parameters in Generalized Linear Models
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+An adaptive two-sample test for high-dimensional means
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+Nearly unbiased variable selection under minimax concave penalty
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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