Penalized least squares estimation with weakly dependent data (Q525888): Difference between revisions

@@ Property / author @@
-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
-Normal rank
@@ Property / author @@
-Xin Tong
@@ Property / author: Xin Tong / rank @@
-Normal rank
@@ Property / author @@
+Xin Tong
@@ Property / author: Xin Tong / rank @@
+Normal rank
@@ Property / author @@
+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6712154
@@ Property / zbMATH DE Number: 6712154 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weakly dependent
@@ Property / zbMATH Keywords: weakly dependent / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-dimensional model
@@ Property / zbMATH Keywords: high-dimensional model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+oracle property
@@ Property / zbMATH Keywords: oracle property / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model selection consistency
@@ Property / zbMATH Keywords: model selection consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+penalized least squares
@@ Property / zbMATH Keywords: penalized least squares / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+machine learning
@@ Property / zbMATH Keywords: machine learning / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-016-0098-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2552050791
@@ Property / OpenAlex ID: W2552050791 / rank @@
+Normal rank
@@ Property / cites work @@
+An empirical process central limit theorem for dependent non-identically distributed random variables
+Normal rank
@@ Property / cites work @@
+Regularization of Wavelet Approximations
@@ Property / cites work: Regularization of Wavelet Approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Recursive Estimation in Diffusion Model
@@ Property / cites work: Recursive Estimation in Diffusion Model / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
+Normal rank
@@ Property / cites work @@
+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
+Normal rank
@@ Property / cites work @@
+Sparse and stable Markowitz portfolios
@@ Property / cites work: Sparse and stable Markowitz portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite-dimensional VARs and factor models
@@ Property / cites work: Infinite-dimensional VARs and factor models / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Nonconcave Penalized Likelihood With NP-Dimensionality
+Normal rank
@@ Property / cites work @@
+Nonconcave penalized likelihood with a diverging number of parameters.
+Normal rank
@@ Property / cites work @@
+Vast Portfolio Selection With Gross-Exposure Constraints
+Normal rank
@@ Property / cites work @@
+Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
+Normal rank
@@ Property / cites work @@
+Stochastic volatility models as hidden Markov models and statistical applications
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in the General Dynamic Factor Model
+Normal rank
@@ Property / cites work @@
+Covariance matrix selection and estimation via penalised  normal likelihood
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+A Statistical View of Some Chemometrics Regression Tools
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Sparse estimation of large covariance matrices via a nested Lasso penalty
+Normal rank
@@ Property / cites work @@
+A unified approach to model selection and sparse recovery using regularized least squares
+Normal rank
@@ Property / cites work @@
+Q4217272
@@ Property / cites work: Q4217272 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bernstein type inequality and moderate deviations for weakly dependent sequences
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+A Short Proof and a Generalization of Miranda's Existence Theorem
+Normal rank
@@ Property / cites work @@
+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+A general theory of concave regularization for high-dimensional sparse estimation problems
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank
@@ Property / cites work @@
+High Dimensional Thresholded Regression and Shrinkage Effect
+Normal rank
@@ Property / cites work @@
+One-step sparse estimates in nonconcave penalized likelihood models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:525888