On asymptotically optimal confidence regions and tests for high-dimensional models

DOI10.1214/14-aos1221zbMath1305.62259arXiv1303.0518OpenAlexW3099550161MaRDI QIDQ95759

Ruben Dezeure, Sara van de Geer, Peter Bühlmann, Ya’Acov Ritov, Sara van de Geer, Ya'acov Ritov, Ruben Dezeure, Peter Bühlmann

Publication date: 1 June 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.0518

zbMATH Keywords

linear model central limit theorem multiple testing semiparametric efficiency sparsity generalized linear model lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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