Regularized estimation in sparse high-dimensional time series models (Q127754): Difference between revisions

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@@ Property / DOI: 10.1214/15-AOS1315 / rank @@
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@@ Property / cites work @@
+Regularized estimation in sparse high-dimensional time series models
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@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
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@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
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+Covariance and precision matrix estimation for high-dimensional time series
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+Infinite-dimensional VARs and factor models
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
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+The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
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+Covariance matrix estimation for stationary time series
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@@ links / mardi / name / links / mardi / name @@
+Publication:127754