Pages that link to "Item:Q2413610"

The following pages link to Accuracy assessment for high-dimensional linear regression (Q2413610):

Displaying 13 items.

• Adaptive confidence sets for matrix completion (Q1708972) (← links)
• Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745) (← links)
• Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
• Optimal sparsity testing in linear regression model (Q2040034) (← links)
• The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning (Q2054498) (← links)
• Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting) (Q2131208) (← links)
• Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
• Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
• Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator (Q2215774) (← links)
• Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
• (Q5053311) (← links)
• Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models (Q5229917) (← links)
• Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970265) (← links)