Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269)

scientific article; zbMATH DE number 7052816

Language	Label	Description	Also known as
English	Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models	scientific article; zbMATH DE number 7052816

Statements

instance of

scholarly article

0 references

title

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (English)

0 references

published in

Journal of the Royal Statistical Society Series B: Statistical Methodology

0 references

publication date

9 May 2019

0 references

full work available at URL

https://arxiv.org/abs/1110.2563

0 references

zbMATH Keywords

confidence interval

0 references

high dimension

0 references

linear regression model

0 references

$p$-value

0 references

statistical inference

0 references

describes a project that uses

PDCO

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Comments on: $\ell_{1}$-penalization for mixture regression models

0 references

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

0 references

Regularized estimation of large covariance matrices

0 references

Simultaneous analysis of Lasso and Dantzig selector

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

Decoding by Linear Programming

0 references

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

0 references

Atomic Decomposition by Basis Pursuit

0 references

Q2760174

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Sure Independence Screening for Ultrahigh Dimensional Feature Space

0 references

A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

0 references

Nonconcave penalized likelihood with a diverging number of parameters.

0 references

Q5012903

0 references

A Statistical View of Some Chemometrics Regression Tools

0 references

On the conditions used to prove oracle results for the Lasso

0 references

Best subset selection, persistence in high-dimensional statistical learning and optimization under $l_1$ constraint

0 references

Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

0 references

Q3543468

0 references

Smoothly Clipped Absolute Deviation on High Dimensions

0 references

The Dantzig selector and sparsity oracle inequalities

0 references

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

0 references

Adaptive Confidence Intervals for the Test Error in Classification

0 references

Can one estimate the conditional distribution of post-model-selection estimators?

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

Stability Selection

0 references

Lasso-type recovery of sparse representations for high-dimensional data

0 references

Comments on: $\ell _{1}$-penalization for mixture regression models

0 references

Scaled sparse linear regression

0 references

Q4864293

0 references

Just relax: convex programming methods for identifying sparse signals in noise

0 references

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

0 references

Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

The sparsity and bias of the LASSO selection in high-dimensional linear regression

0 references

A general theory of concave regularization for high-dimensional sparse estimation problems

0 references

Some sharp performance bounds for least squares regression with $L_1$ regularization

0 references

Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations

0 references

Q3174050

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

One-step sparse estimates in nonconcave penalized likelihood models

0 references

Identifiers

zbMATH Open document ID

1411.62196

0 references

DOI

10.1111/rssb.12026

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5743269