Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation - MaRDI portal

Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation (Q6040690)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7687381

Language	Label	Description	Also known as
English	Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation	scientific article; zbMATH DE number 7687381

Statements

scholarly article

0 references

Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation (English)

0 references

0 references

0 references

0 references

0 references

Journal of the American Statistical Association

0 references

publication date

22 May 2023

0 references

full work available at URL

http://eprints.lse.ac.uk/103043/1/HDCIv3un_003_.pdf

0 references

zbMATH Keywords

confidence interval

0 references

generalized linear models

0 references

online estimation

0 references

ultrahigh dimensions

0 references

MaRDI profile type

MaRDI publication profile

0 references

One-Step Huber Estimates in the Linear Model

0 references

Simultaneous analysis of Lasso and Dantzig selector

0 references

Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

0 references

High-dimensional variable screening and bias in subsequent inference, with an empirical comparison

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales

0 references

High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}

0 references

Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Sure Independence Screening for Ultrahigh Dimensional Feature Space

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Exact post-selection inference, with application to the Lasso

0 references

A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models

0 references

Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

0 references

Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy

0 references

Parametric-Rate Inference for One-Sided Differentiable Parameters

0 references

0 references

A general theory of hypothesis tests and confidence regions for sparse high dimensional models

0 references

Sparse Matrix Inversion with Scaled Lasso

0 references

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

Statistical methods and computing for big data

0 references

High-dimensional variable selection

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

0 references

Identifiers

zbMATH Open document ID

0 references

10.1080/01621459.2019.1710154

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6040690

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6040690&oldid=37516994"