Pages that link to "Item:Q95759"

The following pages link to On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759):

Displaying 50 items.

• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
• Meta-analytic Gaussian network aggregation (Q2141634) (← links)
• Objective Bayesian edge screening and structure selection for Ising networks (Q2141635) (← links)
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions (Q2152553) (← links)
• Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
• A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
• Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
• Efficient estimation of linear functionals of principal components (Q2176629) (← links)
• Hierarchical inference for genome-wide association studies: a view on methodology with software (Q2184390) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
• Detangling robustness in high dimensions: composite versus model-averaged estimation (Q2192312) (← links)
• Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
• A two-step method for estimating high-dimensional Gaussian graphical models (Q2197843) (← links)
• Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
• Relaxing the assumptions of knockoffs by conditioning (Q2215771) (← links)
• Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
• Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
• Finite sample performance of linear least squares estimation (Q2235406) (← links)
• Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies (Q2245161) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Network classification with applications to brain connectomics (Q2281212) (← links)
• Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
• Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Distributed simultaneous inference in generalized linear models via confidence distribution (Q2293540) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Optimal designs in sparse linear models (Q2303755) (← links)
• Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• Sparse Poisson regression with penalized weighted score function (Q2323944) (← links)
• On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
• Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
• Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
• Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
• Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
• Confidence sets in sparse regression (Q2443205) (← links)