Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

zbMath1319.62145arXiv1306.3171MaRDI QIDQ2934105

Publication date: 8 December 2014

Full work available at URL: https://arxiv.org/abs/1306.3171

confidence intervals testing high-dimensional models LASSO bias of an estimator

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Genetics and epigenetics (92D10)

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