On inference in high-dimensional regression

DOI10.1093/JRSSSB/QKAD001MaRDI QIDQ6600881zbMATH OpenFDO

Authors Heather Battey, N. Reid

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAD001

zbMATH Keywords

confidence sets of modelsfixed designinducement of sparsitynuisance parametersparameter orthogonalization

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(4)

• Fiducial selector: fast and efficient inference for high-dimensional regression
• High dimensional regression with many nuisance parameters: both cases of specified and unspecified parameters of interest
• Debiased Lasso after sample splitting for estimation and inference in high-dimensional generalized linear models
• Detecting sparse change in regression coefficients in the presence of dense nuisance parameters

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