Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models
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Publication:3194549
DOI10.1080/07474946.2015.1063258zbMath1327.62448OpenAlexW1926052015MaRDI QIDQ3194549
Publication date: 20 October 2015
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2015.1063258
variable selectionfixed-width confidence intervalstwo-stage procedureorthogonal greedy algorithmhigh-dimensional information criterion
Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Cites Work
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- Editor's Special Invited Paper: Sequential Estimation for Time Series Models
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- On Fixed-Width Confidence Bounds for Regression Parameters
- On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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