On the post selection inference constant under restricted isometry properties

DOI10.1214/18-EJS1490zbMath1406.62074arXiv1804.07566OpenAlexW2799004293WikidataQ128907243 ScholiaQ128907243MaRDI QIDQ1627565

François Bachoc, Gilles Blanchard, Pierre Neuvial

Publication date: 30 November 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07566

zbMATH Keywords

confidence intervalslinear regressionsparsityhigh-dimensional inferencerestricted isometry propertyinference post model-selectionPoSI constants

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Post-model-selection inference in linear regression models: an integrated review, UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK, High-dimensional CLT: improvements, non-uniform extensions and large deviations, Valid post-selection inference in model-free linear regression

Uses Software

• R

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