Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
L Lin, F Li, L Zhu - Journal of statistical planning and inference, 2011 - Elsevier
… In this section we investigate the behavior of the simulation-based inference method by simulations. We use mean, mean squared error (MSE), confidence region (including the size and …
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… In this section we investigate the behavior of the simulation-based inference method by simulations. We use mean, mean squared error (MSE), confidence region (including the size and …