We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
EigenPrism: inference for high dimensional signal-to-noise ratios.
- Authors
Janson, Lucas; Barber, Rina Foygel; Candès, Emmanuel
- Abstract
Consider the following three important problems in statistical inference: constructing confidence intervals for the error of a high dimensional ( p> n) regression estimator, the linear regression noise level and the genetic signal-to-noise ratio of a continuous-valued trait (related to the heritability). All three problems turn out to be closely related to the little-studied problem of performing inference on the
- Subjects
REGRESSION analysis; STATISTICS; ANALYSIS of variance; SIGNAL-to-noise ratio; HERITABILITY
- Publication
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, Vol 79, Issue 4, p1037
- ISSN
1369-7412
- Publication type
Article
- DOI
10.1111/rssb.12203