Double-estimation-friendly inference for high-dimensional misspecified models

DOI10.1214/22-STS850MaRDI QIDQ2684689

Rajen D. Shah

Publication date: 16 February 2023

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.10828

zbMATH Keywords

conditional independencedouble robustnesshigh-dimensional inferencegeneralised linear modelsdebiased Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glmnet
• CorrT

Cites Work

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