Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
From MaRDI portal
Publication:719477
DOI10.1016/j.jspi.2011.06.014zbMath1235.62080MaRDI QIDQ719477
Publication date: 10 October 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.014
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
62G15: Nonparametric tolerance and confidence regions