\(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925): Difference between revisions

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-Alexandre Belloni
@@ Property / author: Alexandre Belloni / rank @@
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+Alexandre Belloni
@@ Property / author: Alexandre Belloni / rank @@
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@@ Property / Wikidata QID @@
+Q105192809
@@ Property / Wikidata QID: Q105192809 / rank @@
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+MaRDI publication profile
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@@ Property / arXiv ID @@
+.2931
@@ Property / arXiv ID: 0904.2931 / rank @@
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@@ Property / cites work @@
+On the computational complexity of MCMC-based estimators in large samples
+Normal rank
@@ Property / cites work @@
+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
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+Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
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+Aggregation and Sparsity Via ℓ1 Penalized Least Squares
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+Aggregation for Gaussian regression
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+Sparsity oracle inequalities for the Lasso
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Extremal quantile regression
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+Regression rank scores and regression quantiles
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+On parameters of increasing dimensions
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
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+Q3413299
@@ Property / cites work: Q3413299 / rank @@
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
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+Sparsity in penalized empirical risk minimization
@@ Property / cites work: Sparsity in penalized empirical risk minimization / rank @@
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+Q3997990
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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+The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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+Sparse recovery under matrix uncertainty
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+Q4864293
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+Asymptotic Statistics
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+High-dimensional generalized linear models and the lasso
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+Weak convergence and empirical processes. With applications to statistics
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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