Debiasing the debiased Lasso with bootstrap (Q2192302)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Debiasing the debiased Lasso with bootstrap	scientific article

Statements

scholarly article

0 references

Debiasing the debiased Lasso with bootstrap (English)

0 references

0 references

Electronic Journal of Statistics

0 references

publication date

17 August 2020

0 references

full work available at URL

https://arxiv.org/abs/1711.03613

0 references

https://projecteuclid.org/euclid.ejs/1592359355

0 references

zbMATH Keywords

confidence intervals

0 references

high-dimensional models

0 references

debiased Lasso

0 references

describes a project that uses

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

Inference on Treatment Effects after Selection among High-Dimensional Controls

0 references

Square-root lasso: pivotal recovery of sparse signals via conic programming

0 references

High-dimensional inference in misspecified linear models

0 references

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

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

Asymptotic properties of the residual bootstrap for Lasso estimators

0 references

Bootstrapping Lasso Estimators

0 references

Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap

0 references

Double/debiased machine learning for treatment and structural parameters

0 references

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

0 references

High-dimensional simultaneous inference with the bootstrap

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Testing and Confidence Intervals for High Dimensional Proportional Hazards Models

0 references

Confidence intervals for high-dimensional inverse covariance estimation

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Debiasing the Lasso: optimal sample size for Gaussian designs

0 references

Asymptotics for Lasso-type estimators.

0 references

Exact post-selection inference, with application to the Lasso

0 references

A significance test for the lasso

0 references

Bootstrap and wild bootstrap for high dimensional linear models

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

Stability Selection

0 references

Scaled sparse linear regression

0 references

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

0 references

High-dimensional variable selection

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

0 references

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Identifiers

zbMATH Open document ID

0 references

10.1214/20-EJS1713

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2192302

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2192302&oldid=36609467"