13 citations · 26 across the 2 of their papers we have counts for
3 papers
math.ST2017★ 13 cited
On the Distribution, Model Selection Properties and Uniqueness of the Lasso Estimator in Low and High Dimensions
Karl Ewald, Ulrike Schneider
We derive expressions for the finite-sample distribution of the Lasso estimator in the context of a linear regression model in low as well as in high dimensions by exploiting the s…
math.ST2015★ 13 cited
Uniformly Valid Confidence Sets Based on the Lasso
Karl Ewald, Ulrike Schneider
In a linear regression model of fixed dimension , we construct confidence regions for the unknown parameter vector based on the Lasso estimator that uniformly and exactly…
math.ST2014
On Various Confidence Intervals Post-Model-Selection
Hannes Leeb, Benedikt M. Pötscher, Karl Ewald
We compare several confidence intervals after model selection in the setting recently studied by Berk et al. [Ann. Statist. 41 (2013) 802-837], where the goal is to cover not the t…