Estimation of linear projections of non-sparse coefficients in high-dimensional regression

DOI10.1214/19-EJS1656zbMath1437.62251OpenAlexW2999290440MaRDI QIDQ2286364

Armin Schwartzman, David Azriel

Publication date: 22 January 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1578366077

zbMATH Keywords

high-dimensional regressionlinear projections

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Image analysis in multivariate analysis (62H35) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Uses Software

• EigenPrism

Cites Work

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