Comments on II: Statistical inference and large-scale multiple testing for high-dimensional regression models

• Yaacov Ritov ^[1]
  1. [1] University of Michigan–Ann Arbor

     University of Michigan–Ann Arbor

     City of Ann Arbor, Estados Unidos

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 32, Nº. 4, 2023, págs. 1180-1183
• Idioma: inglés
• DOI: 10.1007/s11749-023-00898-3
• Texto completo no disponible (Saber más ...)
• Resumen

  • We consider the estimation of a one-dimensional parameter in a linear model with an ultra-high number of independent variables. We argue that the standard assumptions on the design matrix are essentially technical and can be relaxed. Conversely, the assumptions on the sparsity of the nuisance parameters are unverifiable, too strong, and unavoidable.