High-dimensional inference for linear model with correlated errors
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DOI: 10.1007/s00184-021-00820-7
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Cited by:
- Xiaorui Zhu & Yichen Qin & Peng Wang, 2023. "Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models," Papers 2307.07574, arXiv.org.
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Keywords
Correlated errors; Desparsifying Lasso; Functional dependence measure; High-dimensional inference; Stationary time series;All these keywords.
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