Pages that link to "Item:Q95759"
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The following pages link to On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759):
Displaying 50 items.
- Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Selective inference with a randomized response (Q1750283) (← links)
- Detecting rare and faint signals via thresholding maximum likelihood estimators (Q1750291) (← links)
- Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Time-dependent Poisson reduced rank models for political text data analysis (Q2008098) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- Inference in high dimensional linear measurement error models (Q2034474) (← links)
- Optimal sparsity testing in linear regression model (Q2040034) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- Model selection with mixed variables on the Lasso path (Q2040668) (← links)
- Efficient estimation of smooth functionals in Gaussian shift models (Q2041800) (← links)
- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models (Q2042144) (← links)
- High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
- Multicarving for high-dimensional post-selection inference (Q2044355) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning (Q2054498) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
- Some perspectives on inference in high dimensions (Q2075798) (← links)
- Distributed adaptive Huber regression (Q2076119) (← links)
- A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- Spatially relaxed inference on high-dimensional linear models (Q2080369) (← links)
- Network differential connectivity analysis (Q2080732) (← links)
- Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774) (← links)
- Design of c-optimal experiments for high-dimensional linear models (Q2108501) (← links)
- Covariate-adjusted inference for differential analysis of high-dimensional networks (Q2121714) (← links)
- Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting) (Q2131208) (← links)
- Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
- Inference for low-rank tensors -- no need to debias (Q2131273) (← links)
- Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
- Constructing confidence intervals for the signals in sparse phase retrieval (Q2136624) (← links)
- High-dimensional sufficient dimension reduction through principal projections (Q2136660) (← links)
- De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
- Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data (Q2137036) (← links)
