Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

15 October 2014

Papers citing "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso"

6 / 6 papers shown

Title
Uncertainty quantification for sparse Fourier recovery F. Hoppe Felix Krahmer C. M. Verdun Marion I. Menzel Holger Rauhut 27 7 0 30 Dec 2022
Asymptotic normality in linear regression with approximately sparse structure Saulius Jokubaitis R. Leipus 8 1 0 08 Mar 2022
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 13 7 0 01 Jul 2016
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic Theory Adel Javanmard Andrea Montanari 99 160 0 17 Jan 2013
Adaptive robust variable selection Jianqing Fan Yingying Fan Emre Barut 86 197 0 22 May 2012
Confidence Sets Based on Sparse Estimators Are Necessarily Large B. M. Potscher 89 41 0 07 Nov 2007