Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
From MaRDI portal
Publication:2012200
DOI10.1214/16-AOS1461zbMath1371.62045arXiv1506.05539OpenAlexW1666335228MaRDI QIDQ2012200
Publication date: 28 July 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.05539
adaptivityconfidence intervalminimaxitycoverage probabilitysparsityhigh-dimensional linear regressionexpected length
Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)
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