Pages that link to "Item:Q5364898"
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The following pages link to EigenPrism: Inference for High Dimensional Signal-to-Noise Ratios (Q5364898):
Displaying 15 items.
- EigenPrism (Q33747) (← links)
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- Covariate balancing propensity score by tailored loss functions (Q1731067) (← links)
- Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- Improved estimators for semi-supervised high-dimensional regression model (Q2106769) (← links)
- Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
- Estimation of linear projections of non-sparse coefficients in high-dimensional regression (Q2286364) (← links)
- A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
- Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
