Pages that link to "Item:Q366968"

The following pages link to Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968):

Displaying 26 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)
• Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
• Beyond support in two-stage variable selection (Q517395) (← links)
• High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
• Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
• Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
• Hierarchical inference for genome-wide association studies: a view on methodology with software (Q2184390) (← links)
• Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
• Relaxing the assumptions of knockoffs by conditioning (Q2215771) (← links)
• Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
• Projection-based Inference for High-dimensional Linear Models (Q5066781) (← links)
• A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
• Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970267) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)