Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454)
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scientific article
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| English | Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso |
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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (English)
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22 March 2018
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conservative Lasso
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honest inference
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high-dimensional data
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uniform inference
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confidence intervals
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tests
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asymptotic distribution
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0.9040749
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0.8783776
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0.87815887
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0.8773254
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0.87549114
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0.87471354
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0.8746982
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0.8659606
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0.8655565
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