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High-dimensional statistics, with applications to genome-wide association studies.EMS Surv

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Debiasing the Lasso under Weaker Tail Assumptions

math.ST · 2026-08-05 · conditional · novelty 6.0

Standardizing the design lets debiased lasso inference remain asymptotically valid under finite moments, dependent errors, heteroskedasticity, and mild misspecification, at the cost of stricter sparsity.

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  • Debiasing the Lasso under Weaker Tail Assumptions math.ST · 2026-08-05 · conditional · none · ref 2

    Standardizing the design lets debiased lasso inference remain asymptotically valid under finite moments, dependent errors, heteroskedasticity, and mild misspecification, at the cost of stricter sparsity.