Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation (Q6040690)

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scientific article; zbMATH DE number 7687381

Language	Label	Description	Also known as
English	Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation	scientific article; zbMATH DE number 7687381

Statements

scholarly article

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Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation (English)

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Journal of the American Statistical Association

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publication date

22 May 2023

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full work available at URL

http://eprints.lse.ac.uk/103043/1/HDCIv3un_003_.pdf

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zbMATH Keywords

confidence interval

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generalized linear models

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online estimation

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ultrahigh dimensions

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MaRDI profile type

MaRDI publication profile

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One-Step Huber Estimates in the Linear Model

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Simultaneous analysis of Lasso and Dantzig selector

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Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

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High-dimensional variable screening and bias in subsequent inference, with an empirical comparison

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales

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High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}

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Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Exact post-selection inference, with application to the Lasso

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A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models

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Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

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Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy

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Parametric-Rate Inference for One-Sided Differentiable Parameters

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A general theory of hypothesis tests and confidence regions for sparse high dimensional models

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Sparse Matrix Inversion with Scaled Lasso

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Statistical methods and computing for big data

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High-dimensional variable selection

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Nearly unbiased variable selection under minimax concave penalty

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Identifiers

zbMATH Open document ID

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10.1080/01621459.2019.1710154

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6040690

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