The following pages link to Sara van de Geer (Q252250):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015 (Q276944) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- (Q335628) (redirect page) (← links)
- In memoriam: Evarist Giné (Q335630) (← links)
- The mathematical work of Evarist Giné (Q335631) (← links)
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
- The Bernstein-Orlicz norm and deviation inequalities (Q377523) (← links)
- Discussion of the paper by Piet Groeneboom: ``Nonparametric (smoothed) likelihood and integral equations'' (Q393620) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- (Q470060) (redirect page) (← links)
- New concentration inequalities for suprema of empirical processes (Q470061) (← links)
- On higher order isotropy conditions and lower bounds for sparse quadratic forms (Q489163) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Statistics for high-dimensional data. Methods, theory and applications. (Q532983) (← links)
- A new approach to least-squares estimation, with applications (Q579801) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Lectures on empirical processes. Theory and statistical applications. (Q859463) (← links)
- Estimating a regression function (Q921773) (← links)
- Asymptotic theory for maximum likelihood in nonparametric mixture models (Q951805) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
- On rates of convergence and asymptotic normality in the multiknapsack problem (Q1181902) (← links)
- Probabilistic analysis of the minimum weighted flowtime scheduling problem (Q1197880) (← links)
- Consistency for the least squares estimator in nonparametric regression (Q1354453) (← links)
- Locally adaptive regression splines (Q1355186) (← links)
- Penalized quasi-likelihood estimation in partial linear models (Q1364735) (← links)
- Estimating multiplicative and additive hazard functions by kernel methods (Q1429313) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- On concentration for (regularized) empirical risk minimization (Q1688423) (← links)
- On the total variation regularized estimator over a class of tree graphs (Q1711590) (← links)
- Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
- Least squares estimation with complexity penalties (Q1856454) (← links)
- M-estimation using penalties or sieves (Q1866217) (← links)
- The method of sieves and minimum contrast estimators (Q1900831) (← links)
- Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes (Q1914270) (← links)
- Generic chaining and the \(\ell _{1}\)-penalty (Q1948162) (← links)
- Generic chaining and the \(\ell _{1}\)-penalty rejoinder (Q1948167) (← links)
- General oracle inequalities for model selection (Q1951973) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Robust low-rank matrix estimation (Q1990590) (← links)
- Willem van Zwet, teacher and thesis advisor (Q2054513) (← links)
- Prediction bounds for higher order total variation regularized least squares (Q2054527) (← links)
