Pages that link to "Item:Q5743269"

The following pages link to Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269):

Displaying 50 items.

• Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
• Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Distribution-Free Predictive Inference For Regression (Q112972) (← links)
• Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
• Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Flexible and Interpretable Models for Survival Data (Q144105) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
• Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
• Additive model selection (Q513754) (← links)
• Beyond support in two-stage variable selection (Q517395) (← links)
• Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
• Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
• Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
• On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
• A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
• Kernel-penalized regression for analysis of microbiome data (Q1647639) (← links)
• Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
• Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
• High-dimensional inference for personalized treatment decision (Q1657878) (← links)
• R-optimal designs for multi-factor models with heteroscedastic errors (Q1683640) (← links)
• Confidence intervals for the means of the selected populations (Q1689005) (← links)
• High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
• Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap'' (Q1694482) (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
• Combinatorial inference for graphical models (Q1731056) (← links)
• Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
• Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
• Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
• Selective inference with a randomized response (Q1750283) (← links)
• Detecting rare and faint signals via thresholding maximum likelihood estimators (Q1750291) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
• Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
• Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
• Time-dependent Poisson reduced rank models for political text data analysis (Q2008098) (← links)
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
• Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)