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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Figure

Figure 1: 95% confidence intervals for one realization of configuration (n, p, s0, b)=(1000, 600, 10, 1).For clarity, we plot the confidence intervals for only 100 ofthe 1000 parameters
Table 1: Simulation results for the synthetic data described in Section 5.1.The resultscorresponds to 95% confidence intervals.
Figure 2: Q-Q plot of Z for one realization of configuration (n, p, s0, b) = (1000, 600, 10, 1).
Table 2: Simulation results for the synthetic data described in Section 5.1. The false positiverates (FP) and the true positive rates (TP) are computed at significance levelα = 0.05.
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