Sparsified simultaneous confidence intervals for high-dimensional linear models

DOI10.1007/S00184-024-00975-ZMaRDI QIDQ6945756zbMATH OpenFDO

Authors Xiaorui Zhu, Yichen Qin, Peng Wang

Publication date 8 August 2025

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

high-dimensional inferenceselection uncertaintysimultaneous confidence intervalsmodel confidence bounds

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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)