Uniform inference in high-dimensional Gaussian graphical models

DOI10.1093/BIOMET/ASAC030MaRDI QIDQ5879518zbMATH OpenOpenAlexWikidataFDO

Authors S. Klaassen, Martin Spindler, Victor Chernozhukov

Publication date 1 March 2023

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.10532

zbMATH Keywords

conditional independencedouble/debiased machine learningGaussian graphical modelhigh-dimensional settingpost-selection inferencesquare-root Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Self-normalized Cramér type moderate deviation theorem for Gaussian approximation
• Estimation and uniform inference in sparse high-dimensional additive models
• Property testing in Gaussian graphical models: trees and small separation numbers

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