Overview of debiased Lasso in high-dimensional linear model

MaRDI QIDQ6181971zbMATH OpenFDO

Authors Yanlin Tang

Publication date 23 January 2024

Full work available at URL http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.03.010

zbMATH Keywords

bootstrapconfidence intervalshypothesis testshigh-dimensional linear modeldebiased Lasso

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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Cited in

(2)

• Debiasing convex regularized estimators and interval estimation in linear models
• The Lasso with general Gaussian designs with applications to hypothesis testing

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