High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
DOI10.1214/15-STS527zbMath1426.62183arXiv1408.4026OpenAlexW3098635105MaRDI QIDQ1790302
Nicolai Meinshausen, Lukas Meier, Ruben Dezeure, Peter Bühlmann
Publication date: 2 October 2018
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4026
clusteringlinear modelconfidence interval\(p\)-valuemultiple testinggeneralized linear modelhigh-dimensional statistical inference
Software, source code, etc. for problems pertaining to statistics (62-04) Parametric tolerance and confidence regions (62F25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Paired and multiple comparisons; multiple testing (62J15)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bagging predictors
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Nearly unbiased variable selection under minimax concave penalty
- Latent variable graphical model selection via convex optimization
- The Adaptive Lasso and Its Oracle Properties
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Statistical significance in high-dimensional linear models
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Estimation in high-dimensional linear models with deterministic design matrices
- High-dimensional inference in misspecified linear models
- Statistics for high-dimensional data. Methods, theory and applications.
- High-dimensional variable selection
- Controlling the false discovery rate via knockoffs
- SLOPE-adaptive variable selection via convex optimization
- Causation, prediction, and search
- Heuristics of instability and stabilization in model selection
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Asymptotics for Lasso-type estimators.
- The control of the false discovery rate in multiple testing under dependency.
- On the conditions used to prove oracle results for the Lasso
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- A significance test for the lasso
- Discussion: ``A significance test for the lasso
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- High-dimensional graphs and variable selection with the Lasso
- Strong oracle optimality of folded concave penalized estimation
- Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- p-Values for High-Dimensional Regression
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Scaled sparse linear regression
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A study of error variance estimation in Lasso regression
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- Hierarchical testing of variable importance
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Stability Selection
- Variable Selection with Error Control: Another Look at Stability Selection
- Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
- Regularization and Variable Selection Via the Elastic Net
- Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
- Model Selection and Estimation in Regression with Grouped Variables
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Discussion: ``A significance test for the lasso