A general theory of hypothesis tests and confidence regions for sparse high dimensional models
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Publication:524454
DOI10.1214/16-AOS1448zbMath1364.62128arXiv1412.8765OpenAlexW2964331163MaRDI QIDQ524454
Publication date: 2 May 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.8765
hypothesis testconfidence intervalnuisance parametersparsitymodel misspecificationscore functionhigh dimensional inferencepenalized M-estimators
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
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