A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020): Difference between revisions

@@ Property / describes a project that uses @@
+QICD
@@ Property / describes a project that uses: QICD / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PDCO
@@ Property / describes a project that uses: PDCO / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+glmnet
@@ Property / describes a project that uses: glmnet / 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/10.1080/01621459.2020.1840989
+Normal rank
@@ Property / OpenAlex ID @@
+W3094117317
@@ Property / OpenAlex ID: W3094117317 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust and consistent variable selection in high-dimensional generalized linear models
+Normal rank
@@ Property / cites work @@
+Square-root lasso: pivotal recovery of sparse signals via conic programming
+Normal rank
@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
+Normal rank
@@ Property / cites work @@
+Prediction error bounds for linear regression with the TREX
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+Normal rank
@@ Property / cites work @@
+Sparsity oracle inequalities for the Lasso
@@ Property / cites work: Sparsity oracle inequalities for the Lasso / rank @@
+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 @@
+Extended Bayesian information criteria for model selection with large model spaces
+Normal rank
@@ Property / cites work @@
+Atomic Decomposition by Basis Pursuit
@@ Property / cites work: Atomic Decomposition by Basis Pursuit / rank @@
+Normal rank
@@ Property / cites work @@
+A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
+Normal rank
@@ Property / cites work @@
+Q2810890
@@ Property / cites work: Q2810890 / rank @@
+Normal rank
@@ Property / cites work @@
+Ranking and empirical minimization of \(U\)-statistics
+Normal rank
@@ Property / cites work @@
+Variance estimation in high-dimensional linear models
+Normal rank
@@ Property / cites work @@
+Adaptive robust variable selection
@@ Property / cites work: Adaptive robust variable selection / rank @@
+Normal rank
@@ Property / cites work @@
+Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
+Normal rank
@@ Property / cites work @@
+Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
+Normal rank
@@ Property / cites work @@
+Tuning Parameter Selection in High Dimensional Penalized Likelihood
+Normal rank
@@ Property / cites work @@
+Rank-based inference for the single-index model
@@ Property / cites work: Rank-based inference for the single-index model / rank @@
+Normal rank
@@ Property / cites work @@
+The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection
+Normal rank
@@ Property / cites work @@
+How Correlations Influence Lasso Prediction
@@ Property / cites work: How Correlations Influence Lasso Prediction / rank @@
+Normal rank
@@ Property / cites work @@
+Q4365260
@@ Property / cites work: Q4365260 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk consistency of cross-validation with Lasso-type procedures
+Normal rank
@@ Property / cites work @@
+Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
+Normal rank
@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability in Banach spaces. Isoperimetry and processes
+Normal rank
@@ Property / cites work @@
+Model Selection via Bayesian Information Criterion for Quantile Regression Models
+Normal rank
@@ Property / cites work @@
+Q3405561
@@ Property / cites work: Q3405561 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
+Normal rank
@@ Property / cites work @@
+Minimum distance Lasso for robust high-dimensional regression
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Rank regression with estimated scores
@@ Property / cites work: Rank regression with estimated scores / rank @@
+Normal rank
@@ Property / cites work @@
+A resampling method based on pivotal estimating functions
+Normal rank
@@ Property / cites work @@
+Robust Estimation via Robust Gradient Estimation
@@ Property / cites work: Robust Estimation via Robust Gradient Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+A permutation approach for selecting the penalty parameter in penalized model selection
+Normal rank
@@ Property / cites work @@
+Adaptive Huber Regression
@@ Property / cites work: Adaptive Huber Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse Matrix Inversion with Scaled Lasso
@@ Property / cites work: Sparse Matrix Inversion with Scaled Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional generalized linear models and the lasso
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+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 @@
+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
+Normal rank
@@ Property / cites work @@
+Tuning parameter selectors for the smoothly clipped absolute deviation method
+Normal rank
@@ Property / cites work @@
+The \(L_1\) penalized LAD estimator for high dimensional linear regression
+Normal rank
@@ Property / cites work @@
+Local Rank Inference for Varying Coefficient Models
+Normal rank
@@ Property / cites work @@
+Calibrating nonconvex penalized regression in ultra-high dimension
+Normal rank
@@ Property / cites work @@
+Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
+Normal rank
@@ Property / cites work @@
+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
+Normal rank
@@ Property / cites work @@
+Robust Variable Selection With Exponential Squared Loss
+Normal rank
@@ Property / cites work @@
+Estimating the error variance in a high-dimensional linear model
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+The sparsity and bias of the LASSO selection in high-dimensional linear regression
+Normal rank
@@ Property / cites work @@
+A general theory of concave regularization for high-dimensional sparse estimation problems
+Normal rank
@@ Property / cites work @@
+Q2896066
@@ Property / cites work: Q2896066 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank
@@ Property / cites work @@
+Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
+Normal rank