Accuracy assessment for high-dimensional linear regression
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Publication:2413610
DOI10.1214/17-AOS1604zbMath1403.62131arXiv1603.03474MaRDI QIDQ2413610
Publication date: 14 September 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03474
adaptivity; confidence interval; minimaxity; minimax lower bound; sparsity; high-dimensional linear regression; loss estimation; accuracy assessment
62J05: Linear regression; mixed models
62H35: Image analysis in multivariate analysis
62C20: Minimax procedures in statistical decision theory
62G15: Nonparametric tolerance and confidence regions
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Uses Software
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