Least squares after model selection in high-dimensional sparse models (Q1952433): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Least squares after model selection in high-dimensional sparse models
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+Simultaneous analysis of Lasso and Dantzig selector
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+Aggregation and Sparsity Via ℓ1 Penalized Least Squares
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+Sparsity oracle inequalities for the Lasso
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+Aggregation for Gaussian regression
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Nonparametric curve estimation. Methods, theory, and applications
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+Sparsity in penalized empirical risk minimization
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+Oracle inequalities and optimal inference under group sparsity
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Sparse recovery under matrix uncertainty
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+On sparse reconstruction from Fourier and Gaussian measurements
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+Q4864293
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+Introduction to nonparametric estimation
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+Q4944751
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+High-dimensional generalized linear models and the lasso
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+Weak convergence and empirical processes. With applications to statistics
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+All of Nonparametric Statistics
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Q3174050
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