Debiasing convex regularized estimators and interval estimation in linear models (Q6117025)
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scientific article; zbMATH DE number 7714166
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English | Debiasing convex regularized estimators and interval estimation in linear models |
scientific article; zbMATH DE number 7714166 |
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Debiasing convex regularized estimators and interval estimation in linear models (English)
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19 July 2023
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bias correction
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central limit theorem
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confidence intervals
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convex regularization
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Gaussian Poincaré inequality
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high-dimensional linear models
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Stein's formula
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variance estimation
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Lasso
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