Estimation and inference for high dimensional generalized linear models: a splitting and smoothing approach
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Publication:4998957
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Cites work
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- Confidence intervals for low dimensional parameters in high dimensional linear models
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- Debiased Inference on Treatment Effect in a High-Dimensional Model
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Drawing inferences for high-dimensional linear models: a selection-assisted partial regression and smoothing approach
- Estimation and accuracy after model selection
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Exact post-selection inference, with application to the Lasso
- High-dimensional generalized linear models and the lasso
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- scientific article; zbMATH DE number 6378123 (Why is no real title available?)
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- Inference on treatment effects after selection among high-dimensional controls
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On bagging and nonlinear estimation
- On parameters of increasing dimensions
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Cited in
(17)- A provable smoothing approach for high dimensional generalized regression with applications in genomics
- Generalized Linear Array Models with Applications to Multidimensional Smoothing
- Complete subset averaging approach for high-dimensional generalized linear models
- Statistical inference for Cox proportional hazards models with a diverging number of covariates
- Debiased Lasso for stratified Cox models with application to the national kidney transplant data
- Online inference in high-dimensional generalized linear models with streaming data
- Inference for High-Dimensional Censored Quantile Regression
- Refitted cross-validation estimation for high-dimensional subsamples from low-dimension full data
- Statistical inference on high-dimensional covariate-dependent Gaussian graphical regressions
- A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models
- Treatment effect estimation with efficient data aggregation
- Fiducial selector: fast and efficient inference for high-dimensional regression
- High-dimensional generalized linear models for Hilbert manifold covariates
- Debiased Lasso after sample splitting for estimation and inference in high-dimensional generalized linear models
- Covariance regression with high-dimensional predictors: an application to link brain structural and functional connectivity
- Generalized linear multiple kernel learning for high-dimensional image data
- Moment-based adjustments of statistical inference in high-dimensional generalized linear models
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