Pages that link to "Item:Q290948"
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The following pages link to Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Valid post-selection inference (Q355109) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Sparse estimation from noisy observations of an overdetermined linear system (Q473308) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Estimating heterogeneous graphical models for discrete data with an application to roll call voting (Q746672) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Consistencies and rates of convergence of jump-penalized least squares estimators (Q1002154) (← 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)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- A robust test for network generated dependence (Q1792482) (← links)
- Quantifying the cost of simultaneous non-parametric approximation of several samples (Q1952000) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- The GENIUS approach to robust Mendelian randomization inference (Q2075701) (← links)
- Statistical inference for normal mixtures with unknown number of components (Q2084470) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator (Q2137006) (← links)
- On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- A Bayesian approach to sparse dynamic network identification (Q2391442) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
- Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
- Covariate selection with group lasso and doubly robust estimation of causal effects (Q3119797) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
- GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- (Q5053172) (← links)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
- The Risk of James–Stein and Lasso Shrinkage (Q5864507) (← links)
