Pages that link to "Item:Q1952433"
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The following pages link to Least squares after model selection in high-dimensional sparse models (Q1952433):
Displayed 30 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Variable selection and prediction with incomplete high-dimensional data (Q288607) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- Model selection criteria for a linear model to solve discrete ill-posed problems on the basis of singular decomposition and random projection (Q333589) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Additive model selection (Q513754) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- Prediction with a flexible finite mixture-of-regressions (Q1727867) (← links)
- Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← 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)
- 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)