Confidence intervals that utilize sparsity

DOI10.1002/STA4.434MaRDI QIDQ6543849zbMATH OpenFDO

Authors Paul Kabaila, Davide Farchione

Publication date 27 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.434

zbMATH Keywords

confidence intervalpenalized maximum likelihoodsparsityuncertain prior information

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Adaptive multigroup confidence intervals with constant coverage
• Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
• Confidence intervals for low dimensional parameters in high dimensional linear models
• Confidence intervals for the normal mean utilizing prior information
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
• Confidence sets based on sparse estimators are necessarily large
• Employing vague prior information in the construction of confidence sets
• Length of Confidence Intervals
• On asymptotically optimal confidence regions and tests for high-dimensional models
• The use of Previous Experience in Reaching Statistical Decisions
• Uniformly valid confidence sets based on the Lasso

This page was built for publication: Confidence intervals that utilize sparsity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6543849)