On asymptotically optimal confidence regions and tests for high-dimensional models

Annals of Statistics

Volumn 42, Issue 3, 2014, Pages 1166-1202

  Van De Geer, Sara ^a   Bühlmann, Peter ^a   Ritov, Ya'acov ^b   Dezeure, Ruben ^a  

^a ETH ZURICH   (Switzerland)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Central limit theorem; Generalized linear model; Lasso; Linear model; Multiple testing; Semiparametric efficiency; Sparsity

Indexed keywords

EID: 84988001472     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-AOS1221     Document Type: Article

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