The Dantzig selector for a linear model of diffusion processes (Q2330962): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962748400
@@ Property / OpenAlex ID: W2962748400 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00710
@@ Property / arXiv ID: 1709.00710 / rank @@
+Normal rank
@@ Property / cites work @@
+The Dantzig Selector in Cox's Proportional Hazards Model
+Normal rank
@@ Property / cites work @@
+Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
+Normal rank
@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+Asymtotics of Dantzig selector for a general single-index model
+Normal rank
@@ Property / cites work @@
+The Dantzig Selector for Diffusion Processes with Covariates
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+LAN property for ergodic diffusions with discrete observations
+Normal rank
@@ Property / cites work @@
+Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
+Normal rank
@@ Property / cites work @@
+Support Recovery for the Drift Coefficient of High-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
+Normal rank
@@ Property / cites work @@
+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of an ergodic diffusion process based on sampled data
+Normal rank
@@ Property / cites work @@
+Q3655724
@@ Property / cites work: Q3655724 / rank @@
+Normal rank
@@ Property / cites work @@
+On the conditions used to prove oracle results for the Lasso
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Vast volatility matrix estimation for high-frequency financial data
+Normal rank
@@ Property / cites work @@
+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ Property / cites work @@
+Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
+Normal rank