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math.ST2019
Estimating the Random Effect in Big Data Mixed Models
Michael Law, Ya'acov Ritov
We consider three problems in high-dimensional Gaussian linear mixed models. Without any assumptions on the design for the fixed effects, we construct an asymptotic -statistic f…
math.ST2019
Inference Without Compatibility
Michael Law, Ya'acov Ritov
We consider hypotheses testing problems for three parameters in high-dimensional linear models with minimal sparsity assumptions of their type but without any compatibility conditi…