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):

Displayed 34 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)
• Can we trust the bootstrap in high-dimension? (Q4558141) ‎ (← links)
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) ‎ (← links)
• Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) ‎ (← links)
• Projection-based Inference for High-dimensional Linear Models (Q5066781) ‎ (← links)
• Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models (Q5079021) ‎ (← links)
• A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) ‎ (← links)
• Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) ‎ (← links)
• Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) ‎ (← links)
• Markov Neighborhood Regression for High-Dimensional Inference (Q5881128) ‎ (← links)
• Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970267) ‎ (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) ‎ (← links)
• Inference for sparse linear regression based on the leave-one-covariate-out solution path (Q6164734) ‎ (← links)