De-biasing the Lasso with degrees-of-freedom adjustment

DOI10.3150/21-BEJ1348MaRDI QIDQ2136990FDOQ2136990

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.08885

confidence interval high-dimensional data regression semiparametric model efficiency $p$-value statistical inference Fisher information

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Cites Work

Nearly unbiased variable selection under minimax concave penalty
Significance testing in non-sparse high-dimensional linear models
Asymptotic Statistics
Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
Simultaneous analysis of Lasso and Dantzig selector
The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).
High-dimensional graphs and variable selection with the Lasso
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
Title not available (Why is that?)
Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
On asymptotically optimal confidence regions and tests for high-dimensional models
Least squares after model selection in high-dimensional sparse models
Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
Scaled sparse linear regression
Statistical significance in high-dimensional linear models
Title not available (Why is that?)
Degrees of freedom in lasso problems
Inference on treatment effects after selection among high-dimensional controls
The sparsity and bias of the LASSO selection in high-dimensional linear regression
Decoding by Linear Programming
Just relax: convex programming methods for identifying sparse signals in noise
On the ``degrees of freedom of the lasso
A general theory of concave regularization for high-dimensional sparse estimation problems
On asymptotically efficient estimation in semiparametric models
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Pivotal estimation via square-root lasso in nonparametric regression
Estimation of sums of random variables: examples and information bounds
Linear hypothesis testing in dense high-dimensional linear models
Debiasing the Lasso: optimal sample size for Gaussian designs
Second-order Stein: SURE for SURE and other applications in high-dimensional inference
De-biasing the Lasso with degrees-of-freedom adjustment

Cited In (8)

De-Biasing The Lasso With Degrees-of-Freedom Adjustment
Asymptotic normality of robust $M$-estimators with convex penalty
Debiased lasso for generalized linear models with a diverging number of covariates
Universality of regularized regression estimators in high dimensions
Debiasing convex regularized estimators and interval estimation in linear models
Spatially relaxed inference on high-dimensional linear models
De-biasing the Lasso with degrees-of-freedom adjustment
The Lasso with general Gaussian designs with applications to hypothesis testing

Uses Software

CorrT

This page was built for publication: De-biasing the Lasso with degrees-of-freedom adjustment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2136990)