Pages that link to "Item:Q3065731"
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The following pages link to Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731):
Displayed 13 items.
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
- Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines (Q2281190) (← links)
- Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) (← links)
- A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970267) (← links)