Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
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Publication:5378142
DOI10.1111/rssb.12094zbMath1414.62060arXiv1309.3489OpenAlexW2155574269MaRDI QIDQ5378142
Publication date: 12 June 2019
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/1309.3489
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Linear programming (90C05) Asymptotic properties of parametric tests (62F05)
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