Confidence sets in sparse regression

DOI10.1214/13-AOS1170zbMath1288.62108arXiv1209.1508MaRDI QIDQ2443205

Richard Nickl, Sara van de Geer

Publication date: 4 April 2014

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

Full work available at URL: https://arxiv.org/abs/1209.1508

zbMATH Keywords

high-dimensional inferencedetection boundarycomposite testing problemquadratic risk estimation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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