Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory

DOI10.1109/TIT.2014.2343629zbMath1360.62074arXiv1301.4240OpenAlexW2963278901MaRDI QIDQ2986116

Publication date: 16 May 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4240

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03) Minimax procedures in statistical decision theory (62C20) Information theory (general) (94A15)

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