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On High-Dimensional Constrained Maximum Likelihood Inference

Inference in a high-dimensional situation may involve regularization of a certain form to treat overparameterization, imposing challenges to inference. The common practice of inference uses either a regularized model, as in inference after model selection, or bias-reduction known as “debias.” While...

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Veröffentlicht in:J Am Stat Assoc
Hauptverfasser: Zhu, Yunzhang, Shen, Xiaotong, Pan, Wei
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2019
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7418862/
https://ncbi.nlm.nih.gov/pubmed/32788818
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2018.1540986
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