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Journal of the American Statistical Association Volume 118, 2023 - Issue 541
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Theory and Methods

Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage

Kun Zhoua Department of Statistics, University of California, Los Angeles, CA;;View further author information
,
Ker-Chau Lia Department of Statistics, University of California, Los Angeles, CA;;;b Institute of Statistical Science, Academia Sinica, Nangang, TaiwanView further author information
&
Qing Zhoua Department of Statistics, University of California, Los Angeles, CA;;Correspondence[email protected]
View further author information
Pages 469-488 | Received 06 May 2019, Accepted 24 May 2021, Published online: 21 Jul 2021

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