Pages that link to "Item:Q2934105"

The following pages link to Confidence Intervals and Hypothesis Testing for High-Dimensional Regression (Q2934105):

Displaying 50 items.

• Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
• Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Optimal designs in sparse linear models (Q2303755) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
• A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
• Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• Confidence sets in sparse regression (Q2443205) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
• Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression (Q2689601) (← links)
• Communication-efficient sparse composite quantile regression for distributed data (Q2696327) (← links)
• Distributed Bayesian posterior voting strategy for massive data (Q2696714) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• OR forum: An algorithmic approach to linear regression (Q2806052) (← links)
• Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
• A Perturbation Method for Inference on Regularized Regression Estimates (Q3225803) (← links)
• A statistical mechanics approach to de-biasing and uncertainty estimation in LASSO for random measurements (Q3303301) (← links)
• On High-Dimensional Constrained Maximum Likelihood Inference (Q3304849) (← links)
• More powerful genetic association testing via a new statistical framework for integrative genomics (Q3465366) (← links)
• (Q4558531) (← links)
• Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
• Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss (Q4606470) (← links)
• (Q4614089) (← links)
• Bias corrected regularization kernel method in ranking (Q4615656) (← links)
• (Q4637042) (← links)
• A High‐dimensional Focused Information Criterion (Q4637090) (← links)
• Parametric-Rate Inference for One-Sided Differentiable Parameters (Q4962444) (← links)
• High-Dimensional Inference for Cluster-Based Graphical Models (Q4969100) (← links)
• (Q4969155) (← links)
• (Q4969180) (← links)
• (Q4969222) (← links)
• A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
• Confidence intervals for high-dimensional Cox models (Q4986370) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• (Q4998899) (← links)
• (Q4998957) (← links)
• (Q4999104) (← links)
• (Q4999107) (← links)
• Inter-Subject Analysis: A Partial Gaussian Graphical Model Approach (Q4999152) (← links)
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models (Q4999175) (← links)
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data (Q5040486) (← links)
• Scalable inference for high-dimensional precision matrix (Q5046808) (← links)
• (Q5053172) (← links)
• (Q5053279) (← links)