Causal Dantzig: fast inference in linear structural equation models with hidden variables under additive interventions

DOI10.1214/18-AOS1732zbMath1420.62309arXiv1706.06159OpenAlexW2964243609WikidataQ128374405 ScholiaQ128374405MaRDI QIDQ2414102

Nicolai Meinshausen, Dominik Rothenhäusler, Peter Bühlmann

Publication date: 10 May 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.06159

zbMATH Keywords

confidence intervalscausal inferencestructural equation modelshigh-dimensional consistencyDantzig estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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