Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506)
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scientific article; zbMATH DE number 7537957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models |
scientific article; zbMATH DE number 7537957 |
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Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (English)
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7 June 2022
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confidence intervals
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high-dimensional regression model
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Lasso
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thresholding estimators
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variable selection
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