Doubly debiased Lasso: high-dimensional inference under hidden confounding
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Publication:2148976
DOI10.1214/21-AOS2152OpenAlexW3093661849MaRDI QIDQ2148976
Domagoj Ćevid, Zi-Jian Guo, Peter Bühlmann
Publication date: 24 June 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.03758
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)
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