Automatic bias correction for testing in high‐dimensional linear models

DOI10.1111/stan.12274OpenAlexW4283779151MaRDI QIDQ6068053

Gerda Claeskens, Jing Zhou

Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12274

zbMATH Keywords

hypothesis testingloss functionconfidence interval\(\ell_1\)-regularizationhigh-dimensional linear modelapproximate message passing algorithm

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

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