Pages that link to "Item:Q2443205"
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The following pages link to Confidence sets in sparse regression (Q2443205):
Displayed 26 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- A sharp adaptive confidence ball for self-similar functions (Q335671) (← links)
- On signal detection and confidence sets for low rank inference problems (Q902209) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- Adaptive confidence sets for matrix completion (Q1708972) (← links)
- Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745) (← links)
- Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) (← links)
- Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Spike and slab empirical Bayes sparse credible sets (Q2278657) (← links)
- Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates (Q2313273) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- Testing the regularity of a smooth signal (Q2345129) (← links)
- Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
- On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) (← links)
- Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q2515485) (← links)
- Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
- Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss (Q4606470) (← links)
- Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970265) (← links)