Generalized Fiducial Inference for Ultrahigh-Dimensional Regression

DOI10.1080/01621459.2014.931237zbMath1373.62111arXiv1304.7847OpenAlexW2078194248MaRDI QIDQ5367399

Randy C. S. Lai, Thomas C. M. Lee, Jan Hannig

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.7847

zbMATH Keywords

confidence intervalsuncertainty quantificationlarge \(p\) small \(n\)minimum description length principlevariability estimation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Point estimation (62F10)

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