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Confidence intervals and tests for high-dimensional models: A compact review

Lecture Notes in Statistics (2015) 217 21-34
DOI: 10.1007/978-3-319-18732-7_2
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Abstract

We present a compact review of methods for constructing tests and confidence intervals in high-dimensional models. Links to theory, finite sample performance results and software allows to obtain a “quick” but sufficiently deep overview for applying the procedures.

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Bühlmann, P. (2015). Confidence intervals and tests for high-dimensional models: A compact review. In Lecture Notes in Statistics (Vol. 217, pp. 21–34). Springer Science and Business Media, LLC. https://doi.org/10.1007/978-3-319-18732-7_2

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