Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

DOI10.1111/rssb.12026zbMath1411.62196arXiv1110.2563OpenAlexW2069119359MaRDI QIDQ5743269

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Publication date: 9 May 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/1110.2563

zbMATH Keywords

statistical inferenceconfidence interval\(p\)-valuelinear regression modelhigh dimension

Mathematics Subject Classification ID

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

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Uses Software

• PDCO

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