Automatic bias correction for testing in high‐dimensional linear models

DOI10.1111/STAN.12274MaRDI QIDQ6068053zbMATH OpenOpenAlexFDO

Authors Jing Zhou, Gerda Claeskens

Publication date 15 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/stan.12274

zbMATH Keywords

\(\ell_1\)-regularizationapproximate message passing algorithmconfidence intervalhigh-dimensional linear modelhypothesis testingloss function

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Linear inference, regression (62Jxx)

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