3 papers
math.ST2019
Statistical inference with F-statistics when fitting simple models to high-dimensional data
Hannes Leeb, Lukas Steinberger
We study linear subset regression in the context of the high-dimensional overall model with univariate response and a -vector of random regressors $…
math.ST2018
Geometrizing rates of convergence under local differential privacy constraints
Angelika Rohde, Lukas Steinberger
We study the problem of estimating a functional of an unknown probability distribution in which the original iid sample is…
math.ST2016
Leave-one-out prediction intervals in linear regression models with many variables
Lukas Steinberger, Hannes Leeb
We study prediction intervals based on leave-one-out residuals in a linear regression model where the number of explanatory variables can be large compared to sample size. We estab…