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Confidence Intervals and Tests for High-Dimensional Models: A Compact Review

  • Peter BühlmannEmail author
Conference paper
  • 1.8k Downloads
Part of the Lecture Notes in Statistics book series (LNS, volume 217)

Abstract

We present a compact review of methods for constructing tests and confidence intervals in high-dimensional models. Links to theory, finite sample performance results and software allows to obtain a “quick” but sufficiently deep overview for applying the procedures.

Keywords

Multi Sample Sample Splitting Stability Selection Construct Confidence Interval Ridge Estimator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Seminar for Statistics, ETH ZürichZürichSwitzerland

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