The following pages link to Peter Bühlmann (Q80803):
Displayed 50 items.
- mboost (Q19367) (← links)
- (Q61078) (redirect page) (← links)
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- Nadja Klein (Q80821) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm (Q96604) (← links)
- Stabilizing Variable Selection and Regression (Q104197) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- Causal inference using invariant prediction: identification and confidence intervals (Q153568) (← links)
- Discussion of big Bayes stories and BayesBag (Q254383) (← links)
- Geometry of the faithfulness assumption in causal inference (Q355081) (← links)
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- Rejoinder: Boosting algorithms: regularization, prediction and model fitting (Q449785) (← links)
- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence (Q450006) (← links)
- CAM: causal additive models, high-dimensional order search and penalized regression (Q482906) (← links)
- Hypersurfaces and their singularities in partial correlation testing (Q486682) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Panel: Challenges for mathematicians (Q502066) (← links)
- Statistics for high-dimensional data. Methods, theory and applications. (Q532983) (← links)
- Remembrance of Leo Breiman (Q542915) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- Marginal integration for nonparametric causal inference (Q908271) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Robustified \(L_2\) boosting (Q1023674) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Estimating high-dimensional intervention effects from observational data (Q1043733) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series (Q1301750) (← links)
- Blockwise bootstrapped empirical process for stationary sequences (Q1339704) (← links)
- Sieve bootstrap for time series (Q1363399) (← links)
- Closure of linear processes (Q1368997) (← links)
- Model selection for variable length Markov chains and tuning the context algorithm (Q1585889) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap'' (Q1694482) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables (Q1800084) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Analyzing bagging (Q1848962) (← links)
- An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Finding predictive gene groups from microarray data (Q1876985) (← links)