Sparsified simultaneous confidence intervals for high-dimensional linear models
From MaRDI portal
Cites work
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- A significance test for the lasso
- Bootstrapping Lasso estimators
- Bootstrapping regression models
- Confidence graphs for graphical model selection
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Confidence sets for model selection by F -testing
- Exact post-selection inference, with application to the Lasso
- Generic error bounds for the generalized Lasso with sub-exponential data
- Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
- High-dimensional inference for linear model with correlated errors
- High-dimensional linear models with many endogenous variables
- High-dimensional simultaneous inference with the bootstrap
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3083059 (Why is no real title available?)
- Model confidence bounds for variable selection
- Model selection confidence sets by likelihood ratio testing
- Model selection for high-dimensional quadratic regression via regularization
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Ranking the importance of genetic factors by variable-selection confidence sets
- Regularization parameter selections via generalized information criterion
- Selection by partitioning the solution paths
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The Adaptive Lasso and Its Oracle Properties
- The Model Confidence Set
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak signal identification and inference in penalized model selection
This page was built for publication: Sparsified simultaneous confidence intervals for high-dimensional linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6945756)