The de-biased group Lasso estimation for varying coefficient models (Q2046473): Difference between revisions

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-.1007/s10463-019-00740-4
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+Simultaneous analysis of Lasso and Dantzig selector
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
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+Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Strong oracle optimality of folded concave penalized estimation
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+Statistical methods with varying coefficient models
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+Variable selection in Cox regression models with varying coefficients
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+Variable selection and structure identification for varying coefficient Cox models
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+A stepwise regression method and consistent model selection for high-dimensional sparse linear models
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+Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Variable selection and estimation in high-dimensional varying-coefficient models
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+The Adaptive Lasso and Its Oracle Properties
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+.1007/S10463-019-00740-4
@@ Property / DOI: 10.1007/S10463-019-00740-4 / rank @@
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+Publication:2046473