Q4999104 (Q4999104): Difference between revisions

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+Distributed testing and estimation under sparse high dimensional models
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+Q4322338
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Differential Markov random field analysis with an application to detecting differential microbial community networks
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+The risk inflation criterion for multiple regression
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+The benefit of group sparsity
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+False discovery rate control via debiased Lasso
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+Sparse Poisson regression with penalized weighted score function
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+Communication-Efficient Distributed Statistical Inference
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+Q5361268
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+Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
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+Oracle inequalities and optimal inference under group sparsity
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+The benefit of group sparsity in group inference with de-biased scaled group Lasso
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Joint testing and false discovery rate control in high-dimensional multivariate regression
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+Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
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+Consistency of \(\ell_1\) penalized negative binomial regressions
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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+Significance testing in non-sparse high-dimensional linear models
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