Pages that link to "Item:Q2934105"
From MaRDI portal
The following pages link to Confidence Intervals and Hypothesis Testing for High-Dimensional Regression (Q2934105):
Displaying 50 items.
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Flexible and Interpretable Models for Survival Data (Q144105) (← links)
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
- Regression analysis for microbiome compositional data (Q312961) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises (Q683456) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification (Q902940) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap'' (Q1694482) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- Analysis of phenotypic- and estimated breeding values (EBV) to dissect the genetic architecture of complex traits in a Scots pine three-generation pedigree design (Q1717312) (← links)
- Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- Selective inference with a randomized response (Q1750283) (← links)
- Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Usage of the GO estimator in high dimensional linear models (Q1995832) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- Inference in high dimensional linear measurement error models (Q2034474) (← links)
- Optimal sparsity testing in linear regression model (Q2040034) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- Multicarving for high-dimensional post-selection inference (Q2044355) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
