Belloni, Alexandre; Chernozhukov, Victor; Kaul, Abhishek - 2017 - Current version: March 6, 2017
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in … simultaneous confidence regions for the parameters of interest in such high-dimensional linear models with error-in-variables …-dimensional linear model with error-in-variables for each component of interest. We use a multiplier bootstrap to compute critical values …