Generalized Fiducial Inference for Ultrahigh-Dimensional Regression
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Publication:5367399
DOI10.1080/01621459.2014.931237zbMath1373.62111arXiv1304.7847OpenAlexW2078194248MaRDI QIDQ5367399
Randy C. S. Lai, Thomas C. M. Lee, Jan Hannig
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.7847
confidence intervalsuncertainty quantificationlarge \(p\) small \(n\)minimum description length principlevariability estimation
Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Point estimation (62F10)
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