Statistical inference for high dimensional regression with proxy data
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A Flexible Framework for Hypothesis Testing in High Dimensions
- A Penalized Regression Framework for Building Polygenic Risk Models Based on Summary Statistics From Genome-Wide Association Studies and Incorporating External Information
- Communication-efficient distributed statistical inference
- 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
- False discovery rate control via debiased Lasso
- Gaussian graphical model estimation with false discovery rate control
- High-dimensional inference in misspecified linear models
- High-dimensional simultaneous inference with the bootstrap
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Optimal Statistical Inference for Individualized Treatment Effects in High-Dimensional Models
- Stability selection. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Utilizing second order information in minibatch stochastic variance reduced proximal iterations
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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