Pages that link to "Item:Q1121613"

The following pages link to Asymptotics with increasing dimension for robust regression with applications to the bootstrap (Q1121613):

Displaying 47 items.

• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• M-estimation in high-dimensional linear model (Q824747) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
• Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
• M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
• On parameters of increasing dimensions (Q1570293) (← links)
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• Generalized bootstrap for estimating equations (Q1781166) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• GMM inference when the number of moment conditions in large (Q1808550) (← links)
• Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
• Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
• Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
• Robust analysis of variance for a randomized block design (Q3135680) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
• A bootstrap test for single index models (Q4547514) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• A relative error-based estimation with an increasing number of parameters (Q4638695) (← links)
• Quantile regression for panel data models with fixed effects under random censoring (Q5077516) (← links)
• Generalized Jackknife Estimators of Weighted Average Derivatives (Q5406350) (← links)
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
• Bootstrapping rank statistics. (Q5953733) (← links)
• Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
• Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model (Q6541110) (← links)
• A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)