Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506): Difference between revisions

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Latest revision as of 05:41, 29 July 2024

scientific article; zbMATH DE number 7537957
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Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models
scientific article; zbMATH DE number 7537957

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    Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (English)
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    7 June 2022
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    confidence intervals
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    high-dimensional regression model
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    Lasso
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    thresholding estimators
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    variable selection
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