Pages that link to "Item:Q2249850"
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The following pages link to Pivotal estimation via square-root lasso in nonparametric regression (Q2249850):
Displaying 26 items.
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Improved bounds for square-root Lasso and square-root slope (Q1746538) (← links)
- Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
- De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- A fast algorithm for the semi-definite relaxation of the state estimation problem in power grids (Q2338485) (← links)
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
- Empirical risk minimization: probabilistic complexity and stepsize strategy (Q2419551) (← links)
- Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- Sparse nonparametric model for regression with functional covariate (Q2832031) (← links)
- An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces (Q6039862) (← links)
- Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm (Q6065672) (← links)
- Semiparametric estimation of long-term treatment effects (Q6090606) (← links)
- Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers (Q6161993) (← links)
- Convergence of an asynchronous block-coordinate forward-backward algorithm for convex composite optimization (Q6166657) (← links)