χ 2-Confidence Sets in High-Dimensional Regression

DOI10.1007/978-3-319-27099-9_13zbMath1384.62251arXiv1502.07131OpenAlexW2159494203MaRDI QIDQ2956755

Benjamin Stucky, Sara van de Geer

Publication date: 19 January 2017

Published in: Statistical Analysis for High-Dimensional Data (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.07131

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Statistical inference in sparse high-dimensional additive models, Smooth over-parameterized solvers for non-smooth structured optimization, The EAS approach to variable selection for multivariate response data in high-dimensional settings, Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap, Uniformly valid confidence sets based on the Lasso, Group Inference in High Dimensions with Applications to Hierarchical Testing, Multicarving for high-dimensional post-selection inference, Scale calibration for high-dimensional robust regression