Pages that link to "Item:Q5247433"

The following pages link to Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems (Q5247433):

Displaying 44 items.

• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
• A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
• High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
• A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
• Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← links)
• Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
• Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
• On LASSO for predictive regression (Q2155298) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Relaxing the assumptions of knockoffs by conditioning (Q2215771) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
• Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• A resampling approach for confidence intervals in linear time-series models after model selection (Q2683268) (← links)
• Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
• Fixed Effects Testing in High-Dimensional Linear Mixed Models (Q5146037) (← links)
• Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
• Markov Neighborhood Regression for High-Dimensional Inference (Q5881128) (← links)
• Unconditional quantile regression with high‐dimensional data (Q6067187) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• Uniformly valid inference for partially linear high-dimensional single-index models (Q6076567) (← links)
• Sparse quantile regression (Q6108347) (← links)
• Generalized matrix decomposition regression: estimation and inference for two-way structured data (Q6138615) (← links)
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
• Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)
• Estimation and inference for policy relevant treatment effects (Q6163243) (← links)
• Forward-selected panel data approach for program evaluation (Q6163247) (← links)
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
• Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference (Q6567935) (← links)
• Multiway Cluster Robust Double/Debiased Machine Learning (Q6620927) (← links)
• Inference in High-Dimensional Multivariate Response Regression with Hidden Variables (Q6631705) (← links)