estimating and constructing confidence regions for a regression parameter of primary interest α0, a parameter in front of the … regression function, where s is smaller than n. Importantly, the estimators and these resulting confidence regions are "honest …

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse least absolute … confidence regions are valid uniformly with respect to the underlying model. We illustrate the value of uniformity with Monte … a single target regression coefficient as a very special case. We construct simultaneous confidence bands on all p1 …

We develop uniformly valid confidence regions for a regression coefficient in a high-dimensional sparse LAD (least … root-n normal uniformly with respect to the underlying sparse model. The resulting confidence regions are vaild uniformly …

it allows for imperfect selection of the controls and provides confidence intervals that are valid uniformly across a …

We develop uniformly valid confidence regions for regression coefficients in a highdimensional sparse median regression … the proposed estimators over p1-dimensional rectangles, constructing simultaneous confidence bands on all of the p1 target …