Pages that link to "Item:Q987107"

The following pages link to Confidence sets based on sparse estimators are necessarily large (Q987107):

Displaying 19 items.

• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• On various confidence intervals post-model-selection (Q254446) (← links)
• Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
• On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
• On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
• Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals (Q1950835) (← links)
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
• Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
• On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
• On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
• Confidence sets in sparse regression (Q2443205) (← links)
• (Q4969155) (← links)
• On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163) (← links)
• UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
• Uniformly valid inference based on the Lasso in linear mixed models (Q6074746) (← links)
• UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING (Q6145540) (← links)
• Confidence intervals that utilize sparsity (Q6543849) (← links)
• Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables (Q6617817) (← links)