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stat.ME2023
Cox reduction and confidence sets of models: a theoretical elucidation
R. M. Lewis, H. S. Battey
For sparse high-dimensional regression problems, Cox and Battey [1, 9] emphasised the need for confidence sets of models: an enumeration of those small sets of variables that fit t…
stat.ME2021
Inference in High-dimensional Linear Regression
Heather S. Battey, Nancy Reid
This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats eac…