Accuracy assessment for high-dimensional linear regression

DOI10.1214/17-AOS1604zbMath1403.62131arXiv1603.03474MaRDI QIDQ2413610

T. Tony Cai, Zi-Jian Guo

Publication date: 14 September 2018

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

Full work available at URL: https://arxiv.org/abs/1603.03474

zbMATH Keywords

adaptivity; confidence interval; minimaxity; minimax lower bound; sparsity; high-dimensional linear regression; loss estimation; accuracy assessment

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H35: Image analysis in multivariate analysis

62C20: Minimax procedures in statistical decision theory

62G15: Nonparametric tolerance and confidence regions

Related Items

Comments on: ``High-dimensional simultaneous inference with the bootstrap, Adaptive confidence sets for matrix completion, Debiasing the Lasso: optimal sample size for Gaussian designs

Uses Software

• EigenPrism

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