High-dimensional statistical inference via DATE

DOI10.1080/03610926.2021.1909733OpenAlexW3142230884MaRDI QIDQ5875199

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Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1909733

zbMATH Keywords

hypothesis testingstatistical inferenceconfidence intervalde-sparsifyinghard thresholded estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Stability Selection
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• Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Regularization and Variable Selection Via the Elastic Net
• High Dimensional Thresholded Regression and Shrinkage Effect
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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