On rank estimators in increasing dimensions (Q2294449): Difference between revisions

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+Rank estimation of partially linear index models
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+Normal rank
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+A Note on Quantiles in Large Samples
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+Normal rank
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+Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
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+Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
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+Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
+Normal rank
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+ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
+Normal rank
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+Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
+Normal rank
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+Rank estimators for monotonic index models
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+Normal rank
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+Central limit theorems and bootstrap in high dimensions
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+Uniform Central Limit Theorems
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+Normal rank
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
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+A provable smoothing approach for high dimensional generalized regression with applications in genomics
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+GMM with Many Moment Conditions
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+Normal rank
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+On parameters of increasing dimensions
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+Normal rank
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+A Class of Statistics with Asymptotically Normal Distribution
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+Q5309207
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+Normal rank
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+Q5613647
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+Normal rank
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+Robust regression: Asymptotics, conjectures and Monte Carlo
+Normal rank
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+Debiasing the Lasso: optimal sample size for Gaussian designs
+Normal rank
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+Partial rank estimation of duration models with general forms of censoring
+Normal rank
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+On Bahadur's Representation of Sample Quantiles
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+Normal rank
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+Exact post-selection inference, with application to the Lasso
+Normal rank
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+Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
+Normal rank
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+Asymptotics with increasing dimension for robust regression with applications to the bootstrap
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+Bootstrap and wild bootstrap for high dimensional linear models
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Generalized Method of Moments With Many Weak Moment Conditions
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+U-processes: Rates of convergence
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+Normal rank
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+Simulation and the Asymptotics of Optimization Estimators
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+Convergence of stochastic processes
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+Normal rank
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
+Normal rank
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
+Normal rank
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+Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
+Normal rank
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+The Limiting Distribution of the Maximum Rank Correlation Estimator
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+Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
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+Parametric estimation. Finite sample theory
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+Normal rank
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+Weak convergence and empirical processes. With applications to statistics
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+A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
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+Q4356002
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+Normal rank
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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