Uniformly valid confidence sets based on the Lasso (Q1753143): Difference between revisions

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+Valid post-selection inference
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+Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
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+Least angle regression. (With discussion)
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+Asymptotics for Lasso-type estimators.
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+Exact post-selection inference, with application to the Lasso
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+On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
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+Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
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+Distributional results for thresholding estimators in high-dimensional Gaussian regression models
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+Piecewise linear regularized solution paths
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+Q4864293
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+χ 2-Confidence Sets in High-Dimensional Regression
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+On the Non-Negative Garrotte Estimator
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+The Adaptive Lasso and Its Oracle Properties
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+Q3174050
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