EigenPrism
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Related Items (16)
Adaptive robust estimation in sparse vector model ⋮ Significance testing in non-sparse high-dimensional linear models ⋮ Testability of high-dimensional linear models with nonsparse structures ⋮ Sparse high-dimensional linear regression. Estimating squared error and a phase transition ⋮ Variance estimation for sparse ultra-high dimensional varying coefficient models ⋮ Accuracy assessment for high-dimensional linear regression ⋮ Statistical proof? The problem of irreproducibility ⋮ Covariate balancing propensity score by tailored loss functions ⋮ Debiasing the Lasso: optimal sample size for Gaussian designs ⋮ Adaptive estimation of high-dimensional signal-to-noise ratios ⋮ Estimation of linear projections of non-sparse coefficients in high-dimensional regression ⋮ Inference without compatibility: using exponential weighting for inference on a parameter of a linear model ⋮ Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix ⋮ A knockoff filter for high-dimensional selective inference ⋮ Improved estimators for semi-supervised high-dimensional regression model
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