A unified theory of confidence regions and testing for high-dimensional estimating equations

DOI10.1214/18-STS661zbMath1403.62101arXiv1510.08986WikidataQ129395677 ScholiaQ129395677MaRDI QIDQ1630400

Jun S. Liu, Yang Ning, Matey Neykov, Han Liu

Publication date: 10 December 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08986

zbMATH Keywords

discriminant analysisconfidence regionsestimating equationsgraphical modelsinstrumental variablesDantzig selectorhypothesis testsvector autoregressive modelspost-regularization inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)

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Uses Software

• covTest
• ROCKET

Cites Work

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