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2015 | OriginalPaper | Buchkapitel

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

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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.

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Metadaten
Titel
Confidence Intervals and Tests for High-Dimensional Models: A Compact Review
verfasst von
Peter Bühlmann
Copyright-Jahr
2015
DOI
https://doi.org/10.1007/978-3-319-18732-7_2