False discovery rate control via debiased Lasso
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Publication:2414490
DOI10.1214/19-EJS1554zbMath1418.62061arXiv1803.04464OpenAlexW2963502225WikidataQ128093601 ScholiaQ128093601MaRDI QIDQ2414490
Publication date: 17 May 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.04464
model selectionhypothesis testingfalse discovery rateLassodebiased estimatorinference in high-dimensional regression
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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