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

On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759)

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On asymptotically optimal confidence regions and tests for high-dimensional models
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    1 June 2014
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    4 August 2014
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    On asymptotically optimal confidence regions and tests for high-dimensional models (English)
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    central limit theorem
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    generalized linear model
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    lasso
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    linear model
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    multiple testing
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    semiparametric efficiency
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    sparsity
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