Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso |
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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (English)
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22 March 2018
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conservative Lasso
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honest inference
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high-dimensional data
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uniform inference
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confidence intervals
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tests
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asymptotic distribution
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