Cited in
(27)- Estimation of linear projections of non-sparse coefficients in high-dimensional regression
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model
- Adaptive estimation of high-dimensional signal-to-noise ratios
- Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models
- A knockoff filter for high-dimensional selective inference
- Adaptive robust estimation in sparse vector model
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Improved estimators for semi-supervised high-dimensional regression model
- Significance testing in non-sparse high-dimensional linear models
- covTest
- selectiveInference
- SetTest
- hdi
- CorrT
- UStatBookABSC
- MTG2
- selective-inference
- KBAL
- sim1000G
- Testability of high-dimensional linear models with nonsparse structures
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- bigstatsr
- Accuracy assessment for high-dimensional linear regression
- Covariate balancing propensity score by tailored loss functions
- Statistical proof? The problem of irreproducibility
This page was built for software: EigenPrism
