Confidence Sets Based on Sparse Estimators Are Necessarily Large

7 November 2007

Papers citing "Confidence Sets Based on Sparse Estimators Are Necessarily Large"

5 / 5 papers shown

Title
Uniformly valid confidence intervals post-model-selection F. Bachoc David Preinerstorfer Lukas Steinberger 29 48 0 03 Nov 2016
On Various Confidence Intervals Post-Model-Selection Hannes Leeb B. M. Potscher K. Ewald 54 60 0 10 Jan 2014
On confidence intervals in regression that utilize uncertain prior information about a vector parameter Paul Kabaila Dilshani Tissera 35 6 0 27 Mar 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 46 1,123 0 03 Mar 2013
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression B. M. Potscher U. Schneider 102 53 0 10 Jun 2008