Pages that link to "Item:Q842925"
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The following pages link to On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925):
Displayed 28 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- On various confidence intervals post-model-selection (Q254446) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Valid post-selection inference (Q355109) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- Censored quantile regression processes under dependence and penalization (Q471971) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
- Estimating heterogeneous graphical models for discrete data with an application to roll call voting (Q746672) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Functional concurrent linear regression model for spatial images (Q2260207) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- Tuning Parameter Selection in Penalized Frailty Models (Q2816680) (← links)
- The Loss Rank Criterion for Variable Selection in Linear Regression Analysis (Q2911677) (← links)
- Estimation and variable selection in partial linear single index models with error-prone linear covariates (Q2934843) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
- Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models (Q5280362) (← links)
- Oracle estimation of parametric transformation models (Q5965319) (← links)