Confidence intervals for low dimensional parameters in high dimensional linear models

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9868|76|1|217-242

ISSN: 1369-7412

Source: JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol.76, Iss.1, 2014-01, pp. : 217-242

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Abstract