Testability of high-dimensional linear models with nonsparse structures

DOI10.1214/19-AOS1932zbMath1486.62196arXiv1802.09117OpenAlexW2788097050MaRDI QIDQ2131247

Yinchu Zhu, Jelena Bradic, Jianqing Fan

Publication date: 25 April 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09117

zbMATH Keywords

confidence intervalsminimax theory\(\ell_2\)-constraintuniform nontestability

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

Related Items

Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage

Uses Software

• EigenPrism
• CorrT

Cites Work

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