Inference without compatibility: using exponential weighting for inference on a parameter of a linear model

DOI10.3150/20-BEJ1280zbMath1473.62251OpenAlexW3160524352WikidataQ115488543 ScholiaQ115488543MaRDI QIDQ2040072

Michael Law, Ya'acov Ritov

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/20-bej1280

zbMATH Keywords

compatibility conditioninferenceLassoexponential weighting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)

Related Items

Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models

Uses Software

• selectiveInference
• EigenPrism

Cites Work

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