Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity (Q2012200)
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English | Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity |
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Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity (English)
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28 July 2017
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adaptivity
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confidence interval
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coverage probability
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expected length
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high-dimensional linear regression
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minimaxity
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sparsity
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