Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage (Q6107222)
From MaRDI portal
scientific article; zbMATH DE number 7706005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage |
scientific article; zbMATH DE number 7706005 |
Statements
Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage (English)
0 references
3 July 2023
0 references
adaptive confidence set
0 references
high-dimensional inference
0 references
sparse linear regression
0 references
Stein estimate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
