On inference in high-dimensional regression

HS Battey, N Reid - Journal of the Royal Statistical Society …, 2023 - academic.oup.com
This paper develops an approach to inference in a linear regression model when the
number of potential explanatory variables is larger than the sample size. The approach …

Confidence intervals for high-dimensional multi-task regression

Y Ma, Y Li, J Xu - JUSTC, 2023 - justc.ustc.edu.cn
Regression problems among multiple responses and predictors have been widely
employed in many applications, such as biomedical sciences and economics. In this paper …