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

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-.1214/15-aos1315
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+Regularized estimation in sparse high-dimensional time series models
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+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
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+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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+Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Extreme Eigenvalues of Toeplitz Forms and Applications to Elliptic Difference Equations
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+Reconstruction From Anisotropic Random Measurements
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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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+Nearly unbiased variable selection under minimax concave penalty
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@@ Property / DOI @@
+.1214/15-AOS1315
@@ Property / DOI: 10.1214/15-AOS1315 / rank @@
+Normal rank