Pages that link to "Item:Q1952433"

The following pages link to Least squares after model selection in high-dimensional sparse models (Q1952433):

Displaying 47 items.

• Sorted concave penalized regression (Q2284364) (← links)
• Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
• Regularization methods for high-dimensional sparse control function models (Q2301081) (← links)
• Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect (Q2305992) (← links)
• Robust measurement via a fused latent and graphical item response theory model (Q2318816) (← links)
• On Lasso refitting strategies (Q2325356) (← links)
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data (Q2328064) (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• Does data splitting improve prediction? (Q2631345) (← links)
• SONIC: social network analysis with influencers and communities (Q2673171) (← links)
• An integrated precision matrix estimation for multivariate regression problems (Q2676914) (← links)
• Recovery of partly sparse and dense signals (Q2692936) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• On the sparsity of Lasso minimizers in sparse data recovery (Q2700886) (← links)
• Debiased Inference on Treatment Effect in a High-Dimensional Model (Q3304865) (← links)
• (Q4969155) (← links)
• A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
• Using Machine Learning Methods to Support Causal Inference in Econometrics (Q5015913) (← links)
• (Q5053279) (← links)
• (Q5053311) (← links)
• Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models (Q5079021) (← links)
• Transaction cost analytics for corporate bonds (Q5092645) (← links)
• Communication-efficient estimation of high-dimensional quantile regression (Q5132235) (← links)
• Inference robust to outliers with <i>ℓ</i>₁-norm penalization (Q5140337) (← links)
• (Q5148971) (← links)
• (Q5159433) (← links)
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
• AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
• CLEAR: Covariant LEAst-Square Refitting with Applications to Image Restoration (Q5266374) (← links)
• Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting (Q5280089) (← links)
• The Risk of James–Stein and Lasso Shrinkage (Q5864507) (← links)
• Lassoing the Determinants of Retirement (Q5864511) (← links)
• Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
• A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
• Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
• A latent class Cox model for heterogeneous time-to-event data (Q6150514) (← links)
• Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings (Q6163259) (← links)
• Inference for low-rank models (Q6177325) (← links)
• A dynamic screening algorithm for hierarchical binary marketing data (Q6179130) (← links)
• Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641) (← links)