Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression

DOI10.1080/01621459.2020.1737079zbMath1510.62486OpenAlexW3010371357MaRDI QIDQ6044635

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Publication date: 22 May 2023

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

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8447956

zbMATH Keywords

profile likelihoodsparsityparameter of interestselective inferenceefficient inferenceparameter of nuisance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical aspects of big data and data science (62R07) Computational aspects of data analysis and big data (68T09)

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