Uniformly valid inference based on the Lasso in linear mixed models

DOI10.1016/j.jmva.2023.105230arXiv2204.03887MaRDI QIDQ6074746

Peter Kramlinger, Ulrike Schneider, Tatyana Krivobokova

Publication date: 19 September 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.03887

zbMATH Keywords

variance componentsconfidence setssparsityREMLuniform consistency

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10) Multivariate analysis (62Hxx)

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