Standardizing the design allows debiased lasso inference under finite moments, with asymptotic normality proved for two methods and a vanishing approximation error.
Inference on treatment effects after selection among high-dimensional controls†.The Review of Economic Studies, 81(2):608–650, 04 2014
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.ST 1years
2026 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
Debiasing the Lasso under Weaker Tail Assumptions
Standardizing the design allows debiased lasso inference under finite moments, with asymptotic normality proved for two methods and a vanishing approximation error.