Zhang, Cun-Hui; Zhang, Stephanie S. - In: Journal of the Royal Statistical Society Series B 76 (2014) 1, pp. 217-242
type="main" xml:id="rssb12026-abs-0001" <title type="main">Summary</title> <p>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...</p>