On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
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+Weighted empirical processes in dynamic nonlinear models.
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+Empirical process of residuals for high-dimensional linear models
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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+Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
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