Standardizing the design allows debiased lasso inference under finite moments, with asymptotic normality proved for two methods and a vanishing approximation error.
High-dimensional statistics, with applications to genome-wide association studies.EMS Surv
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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.