Confidence sets based on thresholding estimators in high-dimensional Gaussian regression models
Year of publication: |
2016
|
---|---|
Authors: | Schneider, Ulrike |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1412-1455
|
Subject: | Confidence intervals | High-dimensional regression model | Lasso | Thresholding estimators | Variable selection | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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