Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity (Q2012200)

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    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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