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Debiasing convex regularized estimators and interval estimation in linear models - MaRDI portal

Debiasing convex regularized estimators and interval estimation in linear models (Q6117025)

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scientific article; zbMATH DE number 7714166
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Debiasing convex regularized estimators and interval estimation in linear models
scientific article; zbMATH DE number 7714166

    Statements

    Debiasing convex regularized estimators and interval estimation in linear models (English)
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    19 July 2023
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    bias correction
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    central limit theorem
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    confidence intervals
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    convex regularization
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    Gaussian Poincaré inequality
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    high-dimensional linear models
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    Stein's formula
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    variance estimation
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    Lasso
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