De-biasing the Lasso with degrees-of-freedom adjustment

DOI10.3150/21-BEJ1348MaRDI QIDQ2136990

Yanyan Li

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.08885

zbMATH Keywords

efficiencysemiparametric modelFisher informationstatistical inferenceconfidence intervalhigh-dimensional dataregression\(p\)-value

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Related Items (6)

De-biasing the Lasso with degrees-of-freedom adjustment ⋮ Debiasing convex regularized estimators and interval estimation in linear models ⋮ Universality of regularized regression estimators in high dimensions ⋮ The Lasso with general Gaussian designs with applications to hypothesis testing ⋮ Spatially relaxed inference on high-dimensional linear models ⋮ Asymptotic normality of robust \(M\)-estimators with convex penalty

Uses Software

• CorrT

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