Drawing inferences for high‐dimensional linear models: A selection‐assisted partial regression and smoothing approach

DOI10.1111/biom.13013zbMath1436.62549WikidataQ66475501 ScholiaQ66475501MaRDI QIDQ5214514

Ji Zhu, Moulinath Banerjee, Yi Li, Zhe Fei

Publication date: 7 February 2020

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.13013

zbMATH Keywords

confidence intervals; hypothesis testing; high-dimensional inference; multisample-splitting; selection-assisted partial regression and smoothing (SPARES)

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J12: Generalized linear models (logistic models)

62G15: Nonparametric tolerance and confidence regions