Confidence intervals that utilize sparsity

DOI10.1002/sta4.434MaRDI QIDQ6543849

Davide Farchione, Paul V. Kabaila

Publication date: 27 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsparsitypenalized maximum likelihooduncertain prior information

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On asymptotically optimal confidence regions and tests for high-dimensional models
• Confidence intervals for the normal mean utilizing prior information
• Confidence sets based on sparse estimators are necessarily large
• Employing vague prior information in the construction of confidence sets
• Uniformly valid confidence sets based on the Lasso
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
• Length of Confidence Intervals
• Adaptive multigroup confidence intervals with constant coverage
• Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• The use of Previous Experience in Reaching Statistical Decisions

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