Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation

DOI10.1080/01621459.2019.1710154zbMath1524.62355MaRDI QIDQ6040690

Rui Song, Chengchun Shi, Run-Ze Li, Wen-Bin Lu

Publication date: 22 May 2023

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

Full work available at URL: http://eprints.lse.ac.uk/103043/1/HDCIv3un_003_.pdf

zbMATH Keywords

confidence interval; generalized linear models; online estimation; ultrahigh dimensions

Mathematics Subject Classification ID

62J12: Generalized linear models (logistic models)

62L12: Sequential estimation

68W27: Online algorithms; streaming algorithms

62R07: Statistical aspects of big data and data science