Confidence regions for high-dimensional generalized linear models under sparsity

Generalized linear models

McCullagh, P. and Nelder, J. A. (1989) · 1989

Earlier work this paper cites.

Controlling the false discovery rate: a practical and powerful approach to multiple testing

Benjamini, Y. and Hochberg, Y. (1995) · 1995

Earlier work this paper cites.

Weak Convergence and Empirical Processes

van der Vaart, A. W. and Wellner, J. A. (1996) · 1996

Earlier work this paper cites.

Asymptotics for lasso-type estimators

Knight, K. and Fu, W. (2000) · 2000

Earlier work this paper cites.

Asymptotic statistics

van der Vaart, A. (2000) · 2000

Earlier work this paper cites.

High-dimensional graphs and variable selection with the lasso

Meinshausen, N. and Bühlmann, P. (2006) · 2006

Earlier work this paper cites.

Model selection and estimation in the gaussian graphical model

Yuan, M. and Lin, Y. (2007) · 2007

Earlier work this paper cites.

Sparse inverse covariance estimation with the graphical lasso

Friedman, J., Hastie, T., and Tibshirani, R. (2008) · 2008

Earlier work this paper cites.

Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming

Belloni, A., Chernozhukov, V., and Wang, L. (2011) · 2011

Cited alongside, same era.

Statistics for high-dimensional data

Bühlmann, P. and van de Geer, S. (2011) · 2011

Cited alongside, same era.

Confidence sets in sparse regression

Nickl, R. and van de Geer, S. (2012) · 2012

Cited alongside, same era.

Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap

Chatterjee, A. and Lahiri, S. N. (2013) · 2013

Cited alongside, same era.

Confidence intervals for high-dimensional inverse covariance estimation

Janková, J. and van de Geer, S. (2014) · 2014

Cited alongside, same era.

Confidence intervals and hypothesis testing for high-dimensional regression

Javanmard, A. and Montanari, A. (2014) · 2014

Worst possible sub-directions in high-dimensional models

van de Geer, S. (2014) · 2014

Later among the works it cites.

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

van de Geer, S., Bühlmann, P., Ritov, Y., and Dezeure, R. (2014) · 2014

Later among the works it cites.

Confidence intervals for low-dimensional parameters in high-dimensional linear models

Original

Zhang, C.-H. and Zhang, S. S. (2014) · 2014

Later among the works it cites.

Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems

Belloni, A., Chernozhukov, V., and Kato, K. (2015) · 2015

Later among the works it cites.

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

Chernozhukov, V., Hansen, C., and Spindler, M. (2015) · 2015

Later among the works it cites.