EigenPrism: Inference for High Dimensional Signal-to-Noise Ratios

DOI10.1111/rssb.12203zbMath1373.62355arXiv1505.02097OpenAlexW2164492469WikidataQ50147287 ScholiaQ50147287MaRDI QIDQ5364898

Emmanuel J. Candès, Rina Foygel Barber, Lucas Janson

Publication date: 29 September 2017

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02097

zbMATH Keywords

heritabilitysignal-to-noise ratiovariance estimationregression erroreigenprism

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Uses Software

• CVX