Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Year of publication: |
March 2018
|
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Authors: | Caner, Mehmet ; Kock, Anders Bredahl |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 203.2018, 1, p. 143-168
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Subject: | Conservative Lasso | Honest inference | High-dimensional data | Uniform inference | Confidence intervals | Tests | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
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