A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479): Difference between revisions

Revision as of 02:04, 24 July 2024

scientific article; zbMATH DE number 7274747

Language	Label	Description	Also known as
English	A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models	scientific article; zbMATH DE number 7274747

Statements

instance of

scholarly article

0 references

title

A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (English)

0 references

0 references

0 references

0 references

0 references

16 November 2020

0 references

full work available at URL

https://arxiv.org/abs/1706.02150

0 references

zbMATH Keywords

bootstrap

0 references

confidence interval

0 references

high-dimensional inference

0 references

Lasso+partial ridge

0 references

model selection consistency

0 references

describes a project that uses

0 references

0 references

Controlling the false discovery rate via knockoffs

0 references

Inference on Treatment Effects after Selection among High-Dimensional Controls

0 references

Valid post-selection inference

0 references

Q3311508

0 references

Statistical significance in high-dimensional linear models

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

Asymptotic properties of the residual bootstrap for Lasso estimators

0 references

Bootstrapping Lasso Estimators

0 references

Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap

0 references

A lava attack on the recovery of sums of dense and sparse signals

0 references

High-dimensional inference: confidence intervals, $p$-values and R-software \texttt{hdi}

0 references

High-dimensional simultaneous inference with the bootstrap

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

0 references

Post selection shrinkage estimation for high‐dimensional data analysis

0 references

Ridge Regression: Biased Estimation for Nonorthogonal Problems

0 references

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

0 references

Q3543468

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Asymptotics for Lasso-type estimators.

0 references

Exact post-selection inference, with application to the Lasso

0 references

A significance test for the lasso

0 references

Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

0 references

Stability Selection

0 references

Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design

0 references

A Perturbation Method for Inference on Regularized Regression Estimates

0 references

A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers

0 references

Weak signal identification and inference in penalized model selection

0 references

Q4864293

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

0 references

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

0 references

Q3174050

0 references

Identifiers

zbMATH Open document ID

1453.62581

0 references

DOI

10.5705/ss.202018.0131

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5134479

@@ Property / cites work @@
+Controlling the false discovery rate via knockoffs
+Normal rank
@@ Property / cites work @@
+Inference on Treatment Effects after Selection among High-Dimensional Controls
+Normal rank
@@ Property / cites work @@
+Valid post-selection inference
@@ Property / cites work: Valid post-selection inference / rank @@
+Normal rank
@@ Property / cites work @@
+Q3311508
@@ Property / cites work: Q3311508 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical significance in high-dimensional linear models
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the residual bootstrap for Lasso estimators
+Normal rank
@@ Property / cites work @@
+Bootstrapping Lasso Estimators
@@ Property / cites work: Bootstrapping Lasso Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
+Normal rank
@@ Property / cites work @@
+A lava attack on the recovery of sums of dense and sparse signals
+Normal rank
@@ Property / cites work @@
+High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
+Normal rank
@@ Property / cites work @@
+High-dimensional simultaneous inference with the bootstrap
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
+Normal rank
@@ Property / cites work @@
+Post selection shrinkage estimation for high‐dimensional data analysis
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
+Normal rank
@@ Property / cites work @@
+Q3543468
@@ Property / cites work: Q3543468 / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
+Normal rank
@@ Property / cites work @@
+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+Exact post-selection inference, with application to the Lasso
+Normal rank
@@ Property / cites work @@
+A significance test for the lasso
@@ Property / cites work: A significance test for the lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
+Normal rank
@@ Property / cites work @@
+Stability Selection
@@ Property / cites work: Stability Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
+Normal rank
@@ Property / cites work @@
+A Perturbation Method for Inference on Regularized Regression Estimates
+Normal rank
@@ Property / cites work @@
+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
+Normal rank
@@ Property / cites work @@
+Weak signal identification and inference in penalized model selection
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+On asymptotically optimal confidence regions and tests for high-dimensional models
+Normal rank
@@ Property / cites work @@
+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank