Oracle inequalities for high dimensional vector autoregressions (Q494169): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6477031
@@ Property / zbMATH DE Number: 6477031 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+VAR
@@ Property / zbMATH Keywords: VAR / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lasso
@@ Property / zbMATH Keywords: Lasso / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adaptive Lasso
@@ Property / zbMATH Keywords: adaptive Lasso / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+oracle inequality
@@ Property / zbMATH Keywords: oracle inequality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-dimensional data
@@ Property / zbMATH Keywords: high-dimensional data / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q98839666
@@ Property / Wikidata QID: Q98839666 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3022446978
@@ Property / OpenAlex ID: W3022446978 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0811
@@ Property / arXiv ID: 1311.0811 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
+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 @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Heuristics of instability and stabilization in model selection
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+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 @@
+An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Sure Independence Screening for Ultrahigh Dimensional Feature Space
+Normal rank
@@ Property / cites work @@
+Q4323629
@@ Property / cites work: Q4323629 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998992
@@ Property / cites work: Q3998992 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
+Normal rank
@@ Property / cites work @@
+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
+Normal rank
@@ Property / cites work @@
+AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
+Normal rank
@@ Property / cites work @@
+Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Autoregressive process modeling via the Lasso procedure
+Normal rank
@@ Property / cites work @@
+Exponential screening and optimal rates of sparse estimation
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+On the conditions used to prove oracle results for the Lasso
+Normal rank
@@ Property / cites work @@
+Regression coefficient and autoregressive order shrinkage and selection via the lasso
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:494169