Statistical Inference of Linear Parameters in High-Dimensional Regression Models

Statistical Inference of Linear Parameters in High-Dimensional Regression Models

Neyman Seminar
Sep 10, 2014, 01:00 PM - 02:00 PM | 1011 Evans Hall | Happening As Scheduled
Cun-Hui Zhan, Rutgers University
We consider estimation of a linear function of regression coefficients in a high-dimensional linear model.