Statistical inference for high-dimensional models via recursive online-score estimation
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References listed on IDEAS
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More about this item
Keywords
confidence interval; Ultrahigh dimensions; Generalized linear models; online estimations; Online estimation; Confidence interval;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-02-08 (Econometrics)
- NEP-ORE-2021-02-08 (Operations Research)
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