Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454)

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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
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    Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (English)
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    22 March 2018
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    conservative Lasso
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    honest inference
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    high-dimensional data
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    uniform inference
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    confidence intervals
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    tests
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    asymptotic distribution
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