Pages that link to "Item:Q939654"
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The following pages link to The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Adaptive shrinkage of singular values (Q294253) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- CAM: causal additive models, high-dimensional order search and penalized regression (Q482906) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Additive model selection (Q513754) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
