A perturbation method for inference on regularized regression estimates
From MaRDI portal
Recommendations
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Drawing inferences for high-dimensional linear models: a selection-assisted partial regression and smoothing approach
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Covariance-regularized regression and classification for high dimensional problems
- Markov Neighborhood Regression for High-Dimensional Inference
Cited in
(52)- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
- Robust high-dimensional regression for data with anomalous responses
- Spatially relaxed inference on high-dimensional linear models
- Post-model-selection inference in linear regression models: an integrated review
- Random weighting in LASSO regression
- The numerical bootstrap
- A significance test for the lasso
- Discussion: ``A significance test for the lasso
- Rejoinder: ``A significance test for the lasso
- Perturbation bootstrap in adaptive Lasso
- Regularization techniques in joinpoint regression
- Penalized expectile regression: an alternative to penalized quantile regression
- Discussion of big Bayes stories and BayesBag
- Model selection and inference for censored lifetime medical expenditures
- The use of vector bootstrapping to improve variable selection precision in Lasso models
- Debiased Inference on Treatment Effect in a High-Dimensional Model
- Multivariate functional generalized additive models
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- The geometry of least squares in the 21st century
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- High-dimensional inference in misspecified linear models
- Monte Carlo simulation for Lasso-type problems by estimator augmentation
- Estimation and inference for high dimensional generalized linear models: a splitting and smoothing approach
- scientific article; zbMATH DE number 7626707 (Why is no real title available?)
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- Bootstrap inference for penalized GMM estimators with oracle properties
- High-dimensional statistical inference via DATE
- Discussion: ``A significance test for the lasso
- Discussion: ``A significance test for the lasso
- Discussion: ``A significance test for the lasso
- Discussion: ``A significance test for the lasso
- Discussion: ``A significance test for the lasso
- Robust and efficient semi‐supervised estimation of average treatment effects with application to electronic health records data
- Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
- A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample
- Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
- Scalable and efficient inference via CPE
- Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
- Covariate selection for multilevel models with missing data
- Regression analysis and variable selection for two-stage multiple-infection group testing data
- Deep spatial Q-learning for infectious disease control
- Prediction intervals with controlled length in the heteroscedastic Gaussian regression
- Higher Order Accurate Symmetric Bootstrap Confidence Intervals in High Dimensional Penalized Regression
- Causal mediation analysis: selection with asymptotically valid inference
- Fiducial selector: fast and efficient inference for high-dimensional regression
- Graphical tools for model selection in generalized linear models
- Bootstrap based asymptotic refinements for high-dimensional nonlinear models
- Variable selection in modelling clustered data via within-cluster resampling
- Valid post-selection inference for penalized G-estimation
- Bootstrapping Lasso in generalized linear models
- Bootstrapping LASSO estimators under variable selection consistency in high dimensions and some higher order refinements
This page was built for publication: A perturbation method for inference on regularized regression estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3225803)
