UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543): Difference between revisions

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+A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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+On the post selection inference constant under restricted isometry properties
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+Valid confidence intervals for post-model-selection predictors
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+Uniformly valid confidence intervals post-model-selection
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+Least squares after model selection in high-dimensional sparse models
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+Models as approximations. I. Consequences illustrated with linear regression
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+Adaptive covariance matrix estimation through block thresholding
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+Challenging the empirical mean and empirical variance: a deviation study
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+Debiasing the Lasso: optimal sample size for Gaussian designs
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+Valid post-selection inference in model-free linear regression
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+High-dimensional CLT: improvements, non-uniform extensions and large deviations
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
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+CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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+Q2844450
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+Geometric median and robust estimation in Banach spaces
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+Q5460251
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+One-Bit Compressed Sensing by Linear Programming
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+Q4255425
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
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+Moment inequalities for sums of dependent random variables under projective conditions
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+A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
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+Approximation Theorems of Mathematical Statistics
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+Weak convergence and empirical processes. With applications to statistics
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+A Berry-Esseen bound for symmetric statistics
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+How close is the sample covariance matrix to the actual covariance matrix?
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+High-Dimensional Probability
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Using Least Squares to Approximate Unknown Regression Functions
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+Nonlinear system theory: Another look at dependence
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+Dependence in probability and statistics
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+Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
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+Gaussian approximation for high dimensional time series
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