Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812): Difference between revisions

Latest revision as of 15:42, 30 December 2024

scientific article; zbMATH DE number 7484107

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English	Regularized projection score estimation of treatment effects in high-dimensional quantile regression	scientific article; zbMATH DE number 7484107

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title

Regularized projection score estimation of treatment effects in high-dimensional quantile regression (English)

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4 March 2022

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zbMATH Keywords

efficiency score

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high dimension

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quantile regression

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wild bootstrap

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describes a project that uses

covTest

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hdm

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MaRDI publication profile

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full work available at URL

https://doi.org/10.5705/ss.202019.0247

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cites work

Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain

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Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models

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Valid post-selection inference

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Statistics for high-dimensional data. Methods, theory and applications.

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High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}

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Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Testing and Confidence Intervals for High Dimensional Proportional Hazards Models

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Wild bootstrap for quantile regression

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A selective review of group selection in high-dimensional models

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Regression Quantiles

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Exact post-selection inference, with application to the Lasso

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A significance test for the lasso

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Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design

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<i>p</i>-Values for High-Dimensional Regression

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A unified theory of confidence regions and testing for high-dimensional estimating equations

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A general theory of hypothesis tests and confidence regions for sparse high dimensional models

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Support union recovery in high-dimensional multivariate regression

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Selective inference after likelihood- or test-based model selection in linear models

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Asymptotic Confidence Regions for High-Dimensional Structured Sparsity

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Q4864293

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors

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Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

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Nearly unbiased variable selection under minimax concave penalty

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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A general theory of concave regularization for high-dimensional sparse estimation problems

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Globally adaptive quantile regression with ultra-high dimensional data

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Linear Hypothesis Testing in Dense High-Dimensional Linear Models

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Identifiers

Mathematics Subject Classification ID

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10.5705/SS.202019.0247

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Mathematics(1 entry)

mardi Publication:5037812

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