De-biasing the Lasso with degrees-of-freedom adjustment
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Publication:2136990
DOI10.3150/21-BEJ1348MaRDI QIDQ2136990
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.08885
efficiencysemiparametric modelFisher informationstatistical inferenceconfidence intervalhigh-dimensional dataregression\(p\)-value
Related Items (6)
De-biasing the Lasso with degrees-of-freedom adjustment ⋮ Debiasing convex regularized estimators and interval estimation in linear models ⋮ Universality of regularized regression estimators in high dimensions ⋮ The Lasso with general Gaussian designs with applications to hypothesis testing ⋮ Spatially relaxed inference on high-dimensional linear models ⋮ Asymptotic normality of robust \(M\)-estimators with convex penalty
Uses Software
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