Testability of high-dimensional linear models with nonsparse structures.

Bradic, Jelena; Fan, Jianqing; Zhu, Yinchu

Bradic, Jelena; Fan, Jianqing; Zhu, Yinchu.

Affiliation

Bradic J; Department of Mathematics, Halicioglu Data Science Institute, University of California, San Diego.
Fan J; Department of Operations Research and Financial Engineering, Princeton University.
Zhu Y; Lundquist College of Business, University of Oregon.

Ann Stat ; 50(2): 615-639, 2022 Apr.

Article de En | MEDLINE | ID: mdl-35814863

Mots clés

Confidence intervals; Minimax theory; Primary 62C20, 62F03; Secondary 62F30, 62J07; Uniform non-testability; â2-constraint

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Texte intégral: 1 Collection: 01-internacional Base de données: MEDLINE Langue: En Journal: Ann Stat Année: 2022 Type de document: Article