Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity (Q2012200)

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Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
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    Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity (English)
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    28 July 2017
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    adaptivity
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    confidence interval
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    coverage probability
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    expected length
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    high-dimensional linear regression
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    minimaxity
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    sparsity
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