Pages that link to "Item:Q5378142"

The following pages link to Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design (Q5378142):

Displaying 19 items.

• Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
• Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
• High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
• Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
• Spatially relaxed inference on high-dimensional linear models (Q2080369) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• (Q4558531) (← links)
• Sparsest representations and approximations of an underdetermined linear system (Q4569345) (← links)
• Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
• (Q4969180) (← links)
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
• (Q5053172) (← links)
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
• A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
• Markov Neighborhood Regression for High-Dimensional Inference (Q5881128) (← links)
• A sequential rejection testing method for high-dimensional regression with correlated variables (Q6632724) (← links)
• A conformal test of linear models via permutation-augmented regressions (Q6656611) (← links)