EigenPrism
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Software:33747
swMATH21947MaRDI QIDQ33747FDOQ33747
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Cited In (16)
- Adaptive estimation of high-dimensional signal-to-noise ratios
- Adaptive robust estimation in sparse vector model
- Accuracy assessment for high-dimensional linear regression
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Estimation of linear projections of non-sparse coefficients in high-dimensional regression
- A knockoff filter for high-dimensional selective inference
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Covariate balancing propensity score by tailored loss functions
- Testability of high-dimensional linear models with nonsparse structures
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model
- Improved estimators for semi-supervised high-dimensional regression model
- Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- Significance testing in non-sparse high-dimensional linear models
- Statistical proof? The problem of irreproducibility
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