Confidence Intervals for Low-Dimensional Parameters in High-Dimensional Linear Models

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of several of them in a linear regression model, although our id...

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Bibliographische Detailangaben

Hauptverfasser:	Zhang, Cun-Hui, Zhang, Stephanie S
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Methodology
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